Testing for time-varying long-range dependence in...

Physica A: Statistical Mechanics and its Applications 2005 Vol. 346; Iss. 3-4

Testing for time-varying long-range dependence in volatility for emerging markets

Daniel O. Cajueiro, Benjamin M. Tabak
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Volume:
346
Year:
2005
Language:
english
Pages:
12
DOI:
10.1016/j.physa.2004.08.030
File:
PDF, 348 KB
english, 2005
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