How long memory in volatility affects true dependence...

International Review of Financial Analysis 2008 Vol. 17; Iss. 5

How long memory in volatility affects true dependence structure

Beatriz Vaz de Melo Mendes, Nikolai Kolev
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Volume:
17
Year:
2008
Language:
english
DOI:
10.1016/j.irfa.2007.06.008
File:
PDF, 338 KB
english, 2008
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