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~isPartOf:"Long memory in economics : with 50 tables"
~person:"Hommes, Cars H."
~person:"Kizaki, Keisuke"
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Long memory in economics : with 50 tables
Discussion paper / Tinbergen Institute
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A nonlinear structural model for volatility clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
- In:
Long memory in economics : with 50 tables
,
(pp. 265-288)
.
2006
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