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Rafik Nazarian,Esmaeil Naderi,Nadiya Gandali Alikhani,Ashkan Amiri
Pág. 16 - 26
This study is an attempt to review the theory and applications of autoregressive fractionally integrated moving average (ARFIMA) and fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) models, mainly for the purpos...
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