ON M-Estimation Under Long-Range Dependence in Volatility

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BERAN, Jan, 2007. ON M-Estimation Under Long-Range Dependence in Volatility. In: Journal of Time Series Analysis. 28(1), pp. 138-153. ISSN 0143-9782. eISSN 1467-9892. Available under: doi: 10.1111/j.1467-9892.2006.00506.x

@article{Beran2007MEsti-27578, title={ON M-Estimation Under Long-Range Dependence in Volatility}, year={2007}, doi={10.1111/j.1467-9892.2006.00506.x}, number={1}, volume={28}, issn={0143-9782}, journal={Journal of Time Series Analysis}, pages={138--153}, author={Beran, Jan} }

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