Casas, Isabel and Gao, Jiti (2006): Econometric estimation in long-range dependent volatility models: Theory and practice. Published in: Journal of Econometrics , Vol. 147, No. 1 (November 2008): pp. 72-83.
Gao, Jiti and Casas, Isabel (2006): Specification testing in discretized diffusion models: Theory and practice. Published in: Journal of Econometrics , Vol. 147, No. 1 (October 2008): pp. 131-140.
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