How long memory in volatility affects true dependence structure
Year of publication: |
2008
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Authors: | de Melo Mendes, Beatriz Vaz ; Kolev, Nikolai |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 17.2008, 5, p. 1070-1087
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