Analysing inflation by the fractionally integrated...

Journal of Applied Econometrics 1996 Vol. 11; Iss. 1

Analysing inflation by the fractionally integrated ARFIMA–GARCH model

Richard T. Baillie, Ching-Fan Chung, Margie A. Tieslau
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Volume:
11
Year:
1996
Language:
english
Pages:
18
DOI:
10.1002/(sici)1099-1255(199601)11:13.0.co;2-m
File:
PDF, 1.12 MB
english, 1996
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