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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
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(
1993
)
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,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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