Communications dans une conférence (2019), 4th Vienna Workshop on
High-Dimensional Time Series in Macroeconomics and Finance 2019
High-Dimensional Time Series in Macroeconomics and Finance 2019
High-Dimensional Time Series in Macroeconomics and Finance 2019
Forecasting Long Memory through a VAR Model
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 High-Dimensional Time Series in Macroeconomics and Finance 2019 High-Dimensional Time Series in Macroeconomics and Finance 2019.
