Asymmetric effects and long memory in the volatility of Dow Jones stocks
Asymmetric effects and long memory in the volatility of Dow Jones stocks
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DOI:
10.1016/j.ijforecast.2009.01.008
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发表时间:
2009-04
期刊:
影响因子:
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通讯作者:
Marcel Scharth;M. C. Medeiros
中科院分区:
文献类型:
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作者:
Marcel Scharth;M. C. Medeiros