楼主及各位大侠,急需以下的文献,能否帮帮忙,谢谢啦!
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Bollerslev, T. and H.O. Mikkelsen, 1996, Modeling and Pricing Long Memory in Stock Market Volatility, Journal of Econometrics, 73, 151-84.
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Granger, C.W.J, 1980, Long Memory Relationships and the Aggregation of Dynamic Models, Journal of Econometrics, 14, 227-38.
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