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

@techreport{Feng2007Model-675, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Modelling financial time series with SEMIFAR-GARCH model}, year={2007}, number={2007/14}, author={Feng, Yuanhua and Beran, Jan and Yu, Keming}, note={Also publ. in: IMA Journal of Management Mathematics ; 18 (2007), 4. - S. 395-412} }

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