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~institution:"Amsterdams Instituut voor ArbeidsStudies (AIAS), Universiteit van Amsterdam"
~institution:"Centre for the Study of African Economies (CSAE), Department of Economics"
~institution:"Department of Economics, Trinity College"
~institution:"HAL"
~source:"repec"
~subject:"Nikkei Stock Average 225 index"
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Amsterdams Instituut voor ArbeidsStudies (AIAS), Universiteit van Amsterdam
Centre for the Study of African Economies (CSAE), Department of Economics
Department of Economics, Trinity College
HAL
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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Wavelet Method for Locally Stationary Seasonal Long Memory Processes
Guegan, Dominique
;
Lu, Zhiping
-
HAL
-
2009
data, seasonality and time-varying long-range dependence can often be observed and thus some kind of
non-stationarity
can …
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