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~isPartOf:"LSE Research Online Documents on Economics"
~person:"Robinson, Peter"
~person:"Rodríguez-Pose, Andrés"
~subject:"Long range dependence"
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Robinson, Peter
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A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter
;
Surgailis, Donatas
-
London School of Economics (LSE)
-
2000
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