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Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models

✍ Scribed by Akgül, Işıl; Sayyan, Hülya

Book ID: 120601121
Publisher: Taylor and Francis Group
Year: 2008
Tongue: English
Weight: 594 KB
Volume: 18
Category: Article
ISSN: 0960-3107
DOI: 10.1080/09603100600959860

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