Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model
Year of publication: |
1996
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Authors: | Baillie, R.T. ; Chung, C.-F. ; Tieslau, M.A. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 11.1996, 1, p. 23-40
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