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: Singapore: Singapore Management University, Jun 2022 Published in: Working paper ; 2022,8 Extent: 1 Online-Ressource (circa 50 Seiten); Illustrationen Language: English Keywords: Realized volatility ; Weak identification ; Disjoint confidence sets ; Trading volume ; Long memory ; Graue Literatur Origination: Footnote: Access State: Open Access