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    ACM
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    Misspecification tests for periodic long memory GARCH models

    13 years 2 months ago
    Misspecification tests for periodic long memory GARCH models
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    Massimiliano Caporin, Francesco Lisi
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    Added 30 Jan 2011
    Updated 30 Jan 2011
    Type Journal
    Year 2010
    Where SMA
    Authors Massimiliano Caporin, Francesco Lisi
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