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https://ideas.repec.org/a/jae/japmet/v11y1996i1p23-40.html
Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model
Downloadable (with restrictions)! This paper considers the application of long-memory processes to describing inflation for 10 countries. We implement a new...
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https://www.r-project.org/nosvn/R.check/r-devel-windows-x86_64/arfima-00check.html
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