Long-range dependence in the conditional variance of stock returns

DOI10.1016/0165-1765(94)90024-8zbMath0800.62791OpenAlexW2000088897WikidataQ57711000 ScholiaQ57711000MaRDI QIDQ1331844

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Publication date: 29 August 1994

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90024-8

Mathematics Subject Classification ID

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