Published in

Wiley, Journal of Forecasting, 8(36), p. 989-1002, 2016

DOI: 10.1002/for.2447

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Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

Journal article published in 2016 by Peter Nystrup ORCID, Henrik Madsen ORCID, Erik Lindström
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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