ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY ERIC HILLEBRAND AND MARCELO C. MEDEIROS A BSTRACT. We study the simultaneous occurrence of long memory - Long-range dependence - Document - PDFSEARCH.IO

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	ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY ERIC HILLEBRAND AND MARCELO C. MEDEIROS A BSTRACT. We study the simultaneous occurrence of long memory Add to Reading List Document Date: 2011-09-21 09:16:13 Open Document File Size: 1,21 MB Share Result on Facebook Company Diebold / BT / McDermott / / Currency cent / / Holiday Assumption / / IndustryTerm finance / hidden layer neural network / neural network / / MarketIndex Dow 30 / / Person Var / MARCELO C. MEDEIROS / ERIC HILLEBRAND / / Position General / rt / model for σt / model / returns rt / / Technology neural network / simulation / / SocialTag Statistics Autoregressive conditional heteroskedasticity Volatility Stochastic volatility Realized kernel Realized variance Mathematical finance Financial economics Finance

ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY ERIC HILLEBRAND AND MARCELO C. MEDEIROS A BSTRACT. We study the simultaneous occurrence of long memory Add to Reading List