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Presentations at an Academic or Professional conference (2018), Quantitative Finance and Financial Econometrics (QFFE 2018)

Forecast Comparisons for Long Memory

BAUWENS L., CHEVILLON Guillaume , LAURENT Sebastien

BAUWENS, L., CHEVILLON, G. and LAURENT, S. (2018). Forecast Comparisons for Long Memory. In: Quantitative Finance and Financial Econometrics (QFFE 2018).