Nonstationarities in Financial Time Series, the Long-range Dependence, and the IGARCH Effects
Year of publication: |
2004
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Authors: | Mikosch, Thomas ; Starica, Catalin |
Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 86.2004, 1, p. 378-390
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