Identification of long memory in GARCH models (Q1766999)

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Identification of long memory in GARCH models
scientific article

    Statements

    title
    Identification of long memory in GARCH models (English)
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    publication date
    3 March 2005
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    zbMATH Keywords
    FIGARCH
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    long memory
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    identification
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    Identifiers

    zbMATH DE Number
    2140477
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