Nonlinear autoregressive models and long memory
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Publication:1929116
DOI10.1016/j.econlet.2005.12.006zbMath1255.62255MaRDI QIDQ1929116
Publication date: 7 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/62801
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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