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~isPartOf:"Asia-Pacific financial markets"
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Search: subject_exact:"Autoregressive integrated moving average"
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The scaling function-based estimator of long memory in the presence of a short-term component
Fillol, Hérôme
;
Tripier, Fabien
- In:
Economics letters
84
(
2004
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10002095782
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Change in volatility in the won US dollar daily exchange rate : stochastic volatility model
Lee, Jinsoo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001506579
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