Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets

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Bibliographic Details
Main Authors: TSE, Yiu Kuen, Tsui, Albert K.C.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1996
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/207
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Institution: Singapore Management University
Language: English