Analysing Inflation by the Fractionally Integrated...

Analysing Inflation by the Fractionally Integrated Arfima--Garch Model

Richard T. Baillie, Ching-Fan Chung and Margie A. Tieslau
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Volume:
11
Language:
english
Journal:
Journal of Applied Econometrics
DOI:
10.2307/2284951
Date:
April, 1996
File:
PDF, 599 KB
english, 1996
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