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Communications dans une conférence (2013), 7th International Conference on Computational and Financial Econometrics (CFE)

Long Memory Through Correlation

CHEVILLON Guillaume , HECQ A., LAURENT Sebastien

CHEVILLON, G., HECQ, A. and LAURENT, S. (2013). Long Memory Through Correlation. In: 7th International Conference on Computational and Financial Econometrics (CFE).