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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~person:"Carroll, Rachael"
~subject:"ARCH-Modell"
~subject:"Dual listing"
~subject:"Theorie"
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Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
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