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Conditional Heteroskedasticity in Long-Memory Model "FIMACH..:

, In: Contributions to Statistics; Theory and Applications of Time Series Analysis,
Quoreshi, A. M. M. Shahiduzzaman ; Mollah, Sabur - p. 149-169 , 2019
Link: https://doi.org/10.1007/978-3-030-26036-1_11