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Journal of econometrics
International journal of production research
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Modeling long memory in stock market volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
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Volume, volatility, and leverage : a dynamic analysis
Tauchen, George Eugene
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
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3
Volume, volatility, and leverage: A dynamic analysis
Tauchen, George
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177
Persistent link: https://www.econbiz.de/10006796319
Saved in:
4
Modeling long memory in stock market volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-172
Persistent link: https://www.econbiz.de/10006779203
Saved in:
5
Goodness-of-fit test for specification of semiparametric copula dependence models
Zhang, Shulin
;
Okhrin, Ostap
;
Zhou, Qian M.
;
Song, …
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 215-233
Persistent link: https://www.econbiz.de/10011704802
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