Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances

E-ISSN： 1475-6064|44|4|1113-1141

ISSN： 0001-8678

Source： Advances in Applied Probability, Vol.44, Iss.4, 2012-12, pp. : 1113-1141

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