Doubly fractional models for dynamic heteroscedastic cycles

  1. Artiach, M.
  2. Arteche, J.
Journal:
Computational Statistics and Data Analysis

ISSN: 0167-9473

Year of publication: 2012

Volume: 56

Issue: 6

Pages: 2139-2158

Type: Article

DOI: 10.1016/J.CSDA.2011.10.018 GOOGLE SCHOLAR
Data source: Scopus