The Effect of Long Memory in Volatility on Stock Market...

Review of Economics and Statistics 2007 / 11 Vol. 89; Iss. 4

The Effect of Long Memory in Volatility on Stock Market Fluctuations

Bent Jesper Christensen and Morten Ørregaard Nielsen
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Volume:
89
Language:
english
Journal:
The Review of Economics and Statistics
DOI:
10.2307/40043094
Date:
November, 2007
File:
PDF, 2.22 MB
english, 2007
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