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Journal of empirical finance
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Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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Special Issue: Asset pricing : methods and applications
Conrad, Christian
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10011300509
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