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    Journal of Time Series Analysis

    Karanasos, M. and Psaradakis, Zacharias and Sola, M. (2004) On the autocorrelation properties of long-memory GARCH processes. Journal of Time Series Analysis 25 (2), pp. 265-281. ISSN 0143-9782.

    This list was generated on Tue Nov 26 07:15:18 2024 GMT.