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[金融证券系统] bailliebw1996.zip
说明:Replication of Baillie, Bollerslev and Mikkelson(1996), "Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity", Journal of Econometrics, vol 74, pp 3-30.<armstrong> 在 2011-10-01 上传 | 大小:26.02kb | 下载:0