Modeling High Frequency Data with Long Memory and...

Modeling High Frequency Data with Long Memory and Structural Change: A-HYEGARCH Model

Shi, Yanlin, Yang, Yang
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Volume:
6
Language:
english
Journal:
Risks
DOI:
10.3390/risks6020026
Date:
March, 2018
File:
PDF, 1.61 MB
english, 2018
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