Multivariate fractionally integrated APARCH modeling of stock market volatility: a multi-country study
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| Previous Title: | Conrad, Christian: Fractionally integrated APARCH modeling of stock market volatility |
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| Main Authors: | , , |
| Format: | Article (Journal) |
| Language: | English |
| Published: |
2011
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| In: |
Journal of empirical finance
Year: 2011, Volume: 18, Issue: 1, Pages: 147-159 |
| ISSN: | 0927-5398 |
| Subjects: | |
| Online Access: |
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| Author Notes: | Christian Conrad; Menelaos Karanasos; Ning Zeng |
MARC
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