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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"CREATES research paper"
~person:"Cavaliere, Giuseppe"
~subject:"ARCH-Modell"
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Cavaliere, Giuseppe
Teräsvirta, Timo
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CREATES research paper
Queen's Economics Department working paper
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Discussion papers / Department of Economics, University of Copenhagen
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
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2020
Persistent link: https://www.econbiz.de/10012317803
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