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Modeling long memory in stock market volatility

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  • Liu, Ming

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  • Liu, Ming, 2000. "Modeling long memory in stock market volatility," Journal of Econometrics, Elsevier, vol. 99(1), pages 139-171, November.
    • Handle: RePEc:eee:econom:v:99:y:2000:i:1:p:139-171
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