@article{doublymultiplicativeerrormodelswithlong,
  title = {Doubly Multiplicative Error Models with Long- and Short-run Components},
  author = {Alessandra Amendola and Vincenzo Candila and Fabrizio Cipollini and Giampiero M. Gallo},
  year = {2020},
  eprint = {2006.03458},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.03458v1},
}