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Journal of empirical finance
Discussion paper / Department of Economics, University of California San Diego
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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
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A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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3
Portfolio selection with heavy tails
Hyung, Namwon
;
Vries, Casper G. de
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10003609845
Saved in:
4
Portfolio selection with heavy tails
Hyung, Namwon
;
de Vries, Casper G.
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10007732156
Saved in:
5
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, Clive W.J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399
Persistent link: https://www.econbiz.de/10007789877
Saved in:
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