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SMA
2010
ACM
2010
ACM
Misspecification tests for periodic long memory GARCH models
Real-time Traffic| Added | 30 Jan 2011 |
| Updated | 30 Jan 2011 |
| Type | Journal |
| Year | 2010 |
| Where | SMA |
| Authors | Massimiliano Caporin, Francesco Lisi |
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