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Long-range dependence in the conditional variance of stock returns

✍ Scribed by Nuno Crato; Pedro J.F de Lima

Book ID: 116101995
Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 325 KB
Volume: 45
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(94)90024-8

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