Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility
Crossref DOI link: https://doi.org/10.1007/s00181-022-02357-8
Published Online: 2023-03-17
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Baillie, Richard T.
Cho, Dooyeon
Rho, Seunghwa
Text and Data Mining valid from 2023-03-17
Version of Record valid from 2023-03-17
Article History
Received: 22 November 2022
Accepted: 29 December 2022
First Online: 17 March 2023