Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited

Author: Peiris M. Shelton   Asai Manabu  

Publisher: MDPI

E-ISSN: 2225-1146|4|3|37-37

ISSN: 2225-1146

Source: Econometrics, Vol.4, Iss.3, 2016-09, pp. : 37-37

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Abstract