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~isPartOf:"Applied financial economics letters"
~person:"Caporale, Guglielmo Maria"
~person:"Timmermann, Allan"
~subject:"Learning process"
~subject:"Time series analysis"
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Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
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