Periodic Long-Memory GARCH Models

  • Silvano Bordignon, Massimiliano Caporin, Francesco Lisi
  • Econometric Reviews, November 2008, Taylor & Francis
  • DOI: 10.1080/07474930802387860

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http://dx.doi.org/10.1080/07474930802387860

The following have contributed to this page: Professor Massimiliano Caporin