On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
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Publication:4366214
DOI10.2307/2965585zbMath1067.62572MaRDI QIDQ4366214
Publication date: 1997
Full work available at URL: https://doi.org/10.2307/2965585
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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