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Bivariate FIGARCH and franctional cointegration

  • C. Brunetti
  • , C.L. Gilbert

Research output: Book / Report › Report › Professional

Original languageUndefined/Unknown
Place of PublicationLondon, UK
PublisherQueen Mary and Westfield College
Commissioning bodyUnknown commissioning body
Number of pages21
Publication statusPublished - 1999

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