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A model for long memory conditional heteroscedasticity
Giraitis, Liudas; Robinson, Peter; Surgailis, Donatas - London School of Economics (LSE) - 2000
Persistent link: https://www.econbiz.de/10010884579
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Adaptive semiparametric estimation of the memory parameter
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - London School of Economics (LSE) - 2000
Persistent link: https://www.econbiz.de/10010745466