Modelling financial time series with SEMIFAR-GARCH model

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FENG, Yuanhua, Jan BERAN, Keming YU, 2007. Modelling financial time series with SEMIFAR-GARCH model. In: IMA Journal of Management Mathematics. 18(4), pp. 395-412. ISSN 1471-678X. eISSN 1471-6798. Available under: doi: 10.1093/imaman/dpm024

@article{Feng2007Model-27581, title={Modelling financial time series with SEMIFAR-GARCH model}, year={2007}, doi={10.1093/imaman/dpm024}, number={4}, volume={18}, issn={1471-678X}, journal={IMA Journal of Management Mathematics}, pages={395--412}, author={Feng, Yuanhua and Beran, Jan and Yu, Keming} }

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