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  A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter dt
 
 
Title: A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter dt
Author: Boutahar, Mohamed
Dufrénot, Gilles
Péguin-Feissolle, Anne
Appeared in: Computational economics
Paging: Volume 31 (2007) nr. 3 pages 225-241
Year: 2007
Contents:
Publisher: Springer US, Boston
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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