Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes.
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| Title: | Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes. |
|---|---|
| Authors: | Asai, Manabu1, So, Mike K.P.2 |
| Source: | Journal of Time Series Econometrics. Jan2015, Vol. 7 Issue 1, p69-94. 26p. |
| Database: | Mathematics Source |
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