Nonlinear time series with long memory: A model for stochastic volatility (Q1299552)

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Nonlinear time series with long memory: A model for stochastic volatility
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    Nonlinear time series with long memory: A model for stochastic volatility (English)
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    13 June 2000
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    nonlinear model
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    stochastic volatility
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    dependence
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