Hauser, Michael
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Article in Academic Journal
Hauser, Michael and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471
(1998)
Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate.
Review of Quantitative Finance and Accounting, 10 (1), pp. 95-113.
https://doi.org/10.1023/A%3A1008252331292