Testing persistence in the context of conditional heteroscedasticity errors
| Year of publication: |
2010
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|---|---|
| Authors: | Gil-Alana, Luis |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 22, p. 1709-1724
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