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Long memory and nonlinearity in conditional variances: A smooth transition FIGARCH model
Kılıç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-379
Persistent link: https://www.econbiz.de/10008849032
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Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
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