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Dual long memory property in returns and volatility: Evidence from the CEE countries' stock markets

✍ Scribed by Adnan Kasman; Saadet Kasman; Erdost Torun

Book ID: 116445672
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 1010 KB
Volume: 10
Category: Article
ISSN: 1566-0141
DOI: 10.1016/j.ememar.2009.02.002

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