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Persistent link: https://www.econbiz.de/10001808325
This paper examines long memory volatility in international stock markets. We show that long memory volatility is …
Persistent link: https://www.econbiz.de/10011750751
This paper examines long memory volatility in international stock markets. We show that long memory volatility is …
Persistent link: https://www.econbiz.de/10012173277