The Effect of Long Memory in Volatility on Stock Market Fluctuations
Year of publication: |
2007
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Authors: | Christensen, Bent Jesper ; Nielsen, Morten Ørregaard |
Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 89.2007, 4, p. 684-700
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