Volatility persistence in metal returns: A FIGARCH approach

Volatility persistence in metal returns: A FIGARCH approach

Steven J. Cochran, Iqbal Mansur, Babatunde Odusami
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Volume:
64
Year:
2012
Language:
english
DOI:
10.1016/j.jeconbus.2012.03.001
File:
PDF, 808 KB
english, 2012
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