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Latest revision as of 15:22, 1 July 2024

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Generalised long-memory GARCH models for intra-daily volatility
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    Generalised long-memory GARCH models for intra-daily volatility (English)
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    2 June 2009
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    long-memory
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    intra-daily volatility
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    G-GARCH
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    Gegenbauer processes
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