Asymmetric effects and long memory in the volatility of Dow Jones stocks
| Year of publication: |
2009
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|---|---|
| Authors: | Scharth, Marcel ; Medeiros, Marcelo C. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 25.2009, 2, p. 304-328
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