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Tail risk and long
memory
in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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Time series with long
memory
Robinson, Peter M.
(
contributor
)
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2003
Persistent link: https://www.econbiz.de/10001685690
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