We modeled long memory with just one lag!
| Autor: | Bauwens, Luc, Chevillon, Guillaume, Laurent, Sébastien |
|---|---|
| Zdroj: | In Journal of Econometrics September 2023 236(1) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Bauwens, Luc, Chevillon, Guillaume, Laurent, Sébastien |
|---|---|
| Zdroj: | In Journal of Econometrics September 2023 236(1) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect