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Volatility clustering and long memory of financial time series and financial price model

✍ Scribed by Niu, Hongli; Wang, Jun

Book ID: 119230519
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 750 KB
Volume: 23
Category: Article
ISSN: 1051-2004
DOI: 10.1016/j.dsp.2012.11.004

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