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person:"Kapetanios, George"
~isPartOf:"Econometric reviews"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~person:"Sucarrat, Genaro"
~subject:"Volatility"
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Kapetanios, George
Gil-Alaña, Luis A.
Koopman, Siem Jan
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Sucarrat, Genaro
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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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