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SMA
2010
ACM

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Misspecification tests for periodic long memory GARCH models

13 years 9 months ago

Misspecification tests for periodic long memory GARCH models

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Massimiliano Caporin, Francesco Lisi

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SMA 2010 | Solid Modeling |

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Added	30 Jan 2011
Updated	30 Jan 2011
Type	Journal
Year	2010
Where	SMA
Authors	Massimiliano Caporin, Francesco Lisi

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