Meddahi, Nour <br/><br/>
ARMA Representation of Integrated and Realized Variances 
 J5058  2003 

 -  2003 
 - 335-356  V.  06  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Integrated variance;Realized variance;ARMA representation;SR-SARV models;Weak identification;