Modeling volatility persistence of speculative returns: A new approach
Year of publication: |
1996
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Authors: | Ding, Zhuanxin ; Granger, Clive W. J. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 73.1996, 1, p. 185-215
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Publisher: |
Elsevier |
Saved in:
Online Resource
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