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Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes
Lopes, Sílvia R.C., Prass, Taiane S.Volume:
401
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2014.01.029
Date:
May, 2014
File:
PDF, 1.48 MB
english, 2014