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The moments of first order Log-ACD models

Bauwens, L., Galli, F. & Giot, P., 2002, Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling. of, I. & Mathematics, S. (eds.). p. 213-237 25 p.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter