A multivariate long-memory model with structural breaks:
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Bibliographic Details
Main Authors: Caporale, Guglielmo Maria (Author), Gil-Alaña, Luis A. (Author)
Format: Book
Language:English
Published: Munich CESifo 2007
Series:CESifo working papers 1950 : Category 10, Empirical and theoretical methods
Online Access:Volltext
Physical Description:23 S.

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