Diebold, F.X. (1986), Modeling the Persistence of …fdiebold/papers/paper0/...DIEBOLD Notice that,...
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Diebold, F.X. (1986), "Modeling the Persistence of Conditional Variances: A comment," Econometric Reviews, 5, 51-56.
Diebold, F.X. (1986), Modeling the Persistence of …fdiebold/papers/paper0/...DIEBOLD Notice that, while the innovations are uncorrelated, they need not be independent since neither
