"Seasonal FIEGARCH processes."

Sílvia Regina Costa Lopes, Taiane Schaedler Prass (2013)

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DOI: 10.1016/J.CSDA.2013.07.001

access: closed

type: Journal Article

metadata version: 2021-10-14

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Sílvia Regina Costa Lopes, Taiane Schaedler Prass:
Seasonal FIEGARCH processes. Comput. Stat. Data Anal. 68: 262-295 (2013)

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