Interaction of volatility and autocorrelation in foreign...

Interaction of volatility and autocorrelation in foreign stock returns

Geoffrey Booth, G., Koutmos, Gregory
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Volume:
5
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/135048598354195
Date:
November, 1998
File:
PDF, 150 KB
english, 1998
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