Forecasting Using Nonlinear Long Memory Models with Artificial Neural Network Expansion
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-35443-4_17.pdf
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5. Baillie, R.T., Han, Y.W., Kwon, T.G.: Further long memory properties of inflationary shocks. Southern Economic Journal 68, 496–510 (2002)
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