Volatility persistence and switching ARCH in Japanese stock returns

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Publication:1000420

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DOI10.1023/A:1009694124933zbMath1153.91757MaRDI QIDQ1000420

Wai Mun Fong

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B82: Statistical methods; economic indices and measures

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