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~person:"Lönnbark, Carl"
~subject:"ARCH model"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Working Paper"
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ARCH model
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Lönnbark, Carl
McAleer, Michael
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Umeå economic studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627332
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Occurrence of long and short term asymmetry in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627333
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3
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
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