Long-run comovements in East Asian stock market volatility (Q2416241)

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Long-run comovements in East Asian stock market volatility
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    Long-run comovements in East Asian stock market volatility (English)
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    23 May 2019
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    volatility
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    co-persistence
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    fractional cointegration
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    East Asian stock markets
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    comovement
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    financial integration
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