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Search: subject:"Hurst-based GARCH"
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Measuring conditional correlation between financial markets' inefficiency
Di Sciorio, Fabrizio
;
Mattera, Raffaele
;
Trinidad …
- In:
Quantitative finance and economics
7
(
2023
)
3
,
pp. 491-507
Persistent link: https://www.econbiz.de/10015125319
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