"Modeling Long Memory and Regime Switching with an MRS-FIEGARCH Model: A ..."

Caixia Zhang, Yanlin Shi (2023)

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DOI: 10.3390/AXIOMS12050446

access: open

type: Journal Article

metadata version: 2023-07-07

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Caixia Zhang, Yanlin Shi:
Modeling Long Memory and Regime Switching with an MRS-FIEGARCH Model: A Simulation Study. Axioms 12(5): 446 (2023)

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