Fractionally integrated generalized autoregressive conditional heteroskedasticity
- 30 September 1996
- journal article
- research article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 74 (1), 3-30
- https://doi.org/10.1016/s0304-4076(95)01749-6
Abstract
No abstract availableKeywords
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