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~person:"Bentes, Sónia R."
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Bentes, Sónia R.
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Physica A: Statistical Mechanics and its Applications
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Measuring persistence in stock market volatility using the FIGARCH approach
Bentes, Sónia R.
- In:
Physica A: Statistical Mechanics and its Applications
408
(
2014
)
C
,
pp. 190-197
the FIGARCH model. The GARCH and
IGARCH
frameworks are also estimated for comparative purposes. …
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