FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES |
scientific article |
Statements
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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