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Long memory with stochastic variance model: A recursive analysis for US inflation

✍ Scribed by Bos, Charles S.; Koopman, Siem Jan; Ooms, Marius

Book ID: 123531345
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 516 KB
Volume: 76
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2012.11.019

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