The moments of first order Log-ACD models

Luc Bauwens, Fausto Galli, Pierre Giot

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

    Original languageEnglish
    Title of host publicationModeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling
    EditorsInstitute of, Statistical Mathematics
    Number of pages25
    Publication statusPublished - 2002

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