Media type: E-Book Title: Weak identification of long memory with implications for inference Contributor: Li, Jia [Author]; Phillips, Peter C. B. [Author]; Shi, Shuping [Author]; Yu, Jun [Author] Published: New Haven, Connecticut: Cowles Foundation for Research in Economics, Yale University, [2022] Published in: Cowles Foundation for Research in Economics: Cowles Foundation discussion paper ; 2334 Extent: 1 Online-Ressource (circa 41 Seiten); Illustrationen Language: English Keywords: Realized volatility ; Weak identification ; Disjoint confidence sets ; Tradingvolume ; Long memory ; Graue Literatur Origination: Footnote: Access State: Open Access