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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Author Ray, Bonnie K.
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Issue Date
Title
Author(s)
May-2003
The Local Whittle Estimator of Long Memory Stochastic Volatility
Hurvich, Clifford M.
;
Ray, Bonnie K.
Apr-2001
The Local Whittle Estimator of Long Memory Stochastic Volatility
Hurvich, Clifford M.
;
Ray, Bonnie K.
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