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Communications dans une conférence (2019), 4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance 2019

Forecasting Long Memory through a VAR Model

BAUWENS L., CHEVILLON Guillaume , LAURENT Sebastien

BAUWENS, L., CHEVILLON, G. and LAURENT, S. (2019). Forecasting Long Memory through a VAR Model. In: 4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance 2019.