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Reference/Originators/Granger & Joyeux (ARFIMA); Baillie, Bollerslev & Mikkelsen (FIGARCH)

Granger & Joyeux (ARFIMA); Baillie, Bollerslev & Mikkelsen (FIGARCH)

Methods attributed to this originator across the library, derived from each method’s recorded source.

1 method
1 field
1980 publication span
Finance1 method
Long-Memory Models1980
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