OPTIMAL AND ADAPTIVE SEMI-PARAMETRIC NARROWBAND AND BROADBAND AND MAXIMUM LIKELIHOOD ESTIMATION OF THE LONG-MEMORY PARAMETER FOR REAL EXCHANGE RATES
| Year of publication: |
2005
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| Authors: | Heravi, Saeed ; Patterson, Kerry |
| Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 14189203. - Vol. 73.2005, 2, p. 165-213
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