Modeling long memory in stock market volatility
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Publication:1588307
DOI10.1016/S0304-4076(00)00033-6zbMath0958.62115OpenAlexW2064843726MaRDI QIDQ1588307
Publication date: 8 April 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00033-6
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Auctions, bargaining, bidding and selling, and other market models (91B26)
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