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

Informa UK Limited - Tập 18 Số 6 - Trang 463-483 - 2008
Işıl Akgül1, Hülya Sayyan1
1Department of Econometrics , Marmara University , Ressam Nam ı k Ismail St, 1, Istanbul, Turkey

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