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We analyze foreign news and spillovers in the emerging EU stock markets (the Czech Republic, Hungary, and Poland). We …
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In the paper, we research on the presence of long-range dependence in returns and volatility of BUX, PX and WIG between years 1997 and 2009 with use of classical and modified rescaled range. Moving block bootstrap with pre-whitening and postblackening is used for the construction of confidence...
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