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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stock market"
~type:"article"
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Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
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2
Ein dynamisches Hürdenmodell für diskrete Transaktionspreisänderungen auf Finanzmärkten
Liesenfeld, Roman
- In:
Empirische Wirtschaftsforschung : Methoden und …
,
(pp. 153 - 177)
.
2003
Persistent link: https://www.econbiz.de/10014554667
Saved in:
3
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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