Modelling Stochastic Volatility in Asset Returns Using Fractionally Integrated Semiparametric Techniques

@inproceedings{Caporale2005ModellingSV,
  title={Modelling Stochastic Volatility in Asset Returns Using Fractionally Integrated Semiparametric Techniques},
  author={Guglielmo Maria Caporale},
  year={2005}
}
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