The impulse response function of the long memory GARCH process
| Year of publication: |
2006
|
|---|---|
| Authors: | Conrad, Christian ; Karanasos, Menelaos |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 90.2006, 1, p. 34-41
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