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Volumn 4, Issue 3, 1997, Pages 189-201

Long memory and forecasting in Euroyen deposit rates

Author keywords

ARFIMA processes; Forecasting; Long memory; Spectral regression; Unit roots

Indexed keywords


EID: 0346405844     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (12)

References (32)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.