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Implicit Bayesian Inference Using Option Prices, , and . Journal of Time Series Analysis, 26 (3): 437--462 (121 05 2005)doi: 10.1111/j.1467-9892.2005.00410.x.Empirical modelling of contagion: a review of methodologies, , , and . Quantitative Finance, 5 (1): 9--24 (2005)Indirect estimation of ARFIMA and VARFIMA models, and . Journal of Econometrics, 93 (1): 149--175 (November 1999)