The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution
Year of publication: |
2001
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Authors: | Granger, Clive W.J. ; Jeon, Yongil |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 11.2001, 5, p. 469-474
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