Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (Q1770072): Difference between revisions

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-.1016/j.spl.2004.02.004
@@ Property / DOI: 10.1016/j.spl.2004.02.004 / rank @@
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+Long memory processes and fractional integration in econometrics
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Normal rank