Identification of long memory in GARCH models
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Publication:1766999
DOI10.1007/s10260-003-0056-0zbMath1145.62365MaRDI QIDQ1766999
Publication date: 3 March 2005
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-003-0056-0
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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