FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082): Difference between revisions

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Latest revision as of 11:02, 30 July 2024

scientific article
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FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES
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    FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (English)
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    22 June 2005
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    volatility
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    fractional integration
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    long memory
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