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  • Umberto Cherubini; Fabio Gobbi; Sabrina Mulinacci
    978-3-319-48015-2
    2016
    Edition 1
    • Provides ideas for further research in the field of time series analysis and copula functions
    • Presents an authoritative contribution on long memory features of macroeconomic and financial time series
    • Explores the use of convolution-based econometric tools for forecasting Markov processes
    • Features applications of the convolution-based technology such as tests of market efficiency

    €110

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