Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching
Year of publication: |
2007
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Authors: | Lux, Thomas ; Kaizoji, Taisei |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 31.2007, 6, p. 1808-1843
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