A nonlinear model for long-memory conditional heteroscedasticity*
نویسندگان
چکیده
منابع مشابه
A model for long memory conditional heteroscedasticity
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ژورنال
عنوان ژورنال: Lithuanian Mathematical Journal
سال: 2016
ISSN: 0363-1672,1573-8825
DOI: 10.1007/s10986-016-9312-5