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Modelling Long Run Trends and Cycles in Financial Time Series Data. (2012). Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria.
In: Faculty Working Papers.
RePEc:una:unccee:wp1312.

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  1. Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting. (2022). ben Amor, Souhir ; Belkacem, Lotfi ; Boubaker, Heni.
    In: Papers.
    RePEc:arx:papers:2204.09568.

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  2. A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). ben Amor, Souhir ; Belkacem, Lotfi ; Boubaker, Heni.
    In: Papers.
    RePEc:arx:papers:2204.08289.

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  3. Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Sghaier, Nadia ; Boubaker, Heni.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265.

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