Presentations at an Academic or Professional conference (2022), 2022 Aarhus Workshop in Econometrics

We modeled long-memory with one lag!

BAUWENS Luc, CHEVILLON Guillaume , LAURENT Sebastien

BAUWENS, L., CHEVILLON, G. and LAURENT, S. (2022). We modeled long-memory with one lag! In: 2022 Aarhus Workshop in Econometrics. Aarhus.