Long memory conditional volatility and asset allocation
Year of publication: |
2013
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Authors: | Harris, Richard D.F. ; Nguyen, Anh |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 29.2013, 2, p. 258-273
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