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"Misspecification tests for periodic long memory GARCH models."

Massimiliano Caporin, Francesco Lisi (2010)

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DOI: 10.1007/S10260-009-0118-Z

access: closed

type: Journal Article

metadata version: 2020-05-25

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Massimiliano Caporin, Francesco Lisi:
Misspecification tests for periodic long memory GARCH models. Stat. Methods Appl. 19(1): 47-62 (2010)

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