Testing for persistence in stock returns with GARCH-stable shocks (Q4610232)

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scientific article; zbMATH DE number 7002128
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Testing for persistence in stock returns with GARCH-stable shocks
scientific article; zbMATH DE number 7002128

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    Testing for persistence in stock returns with GARCH-stable shocks (English)
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    15 January 2019
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    persistence in stock returns
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    GARCH
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