Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study
| Year of publication: |
2011
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|---|---|
| Authors: | Conrad, Christian ; Karanasos, Menelaos ; Zeng, Ning |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 18.2011, 1, p. 147-160
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