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Stochastic volatility models with long memory
Hurvich, Clifford M.; Soulier, Philippe - In: Handbook of financial time series, (pp. 345-354). 2009
Persistent link: https://www.econbiz.de/10003833970
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Fractional cointegration
Chen, Willa W.; Hurvich, Clifford M. - In: Handbook of financial time series, (pp. 709-726). 2009
Persistent link: https://www.econbiz.de/10003834216