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1953-1990
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long range dependence
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stock returns
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Mikosch, Thomas
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Starica, Catalin
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The review of economics and statistics
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Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects
Mikosch, Thomas
;
Starica, Catalin
- In:
The review of economics and statistics
86
(
2004
)
1
,
pp. 378-390
Persistent link: https://www.econbiz.de/10002018201
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