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Long-range dependence in the conditional variance of stock returns Author info | Abstract | Publisher info | Download info | Related research | Statistics Crato, Nuno
de Lima, Pedro J. F.
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Article provided by Elsevier in its journal Economics Letters .
Volume (Year): 45 (1994)
Issue (Month): 3 ()
Pages: 281-285
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Handle: RePEc:eee:ecolet:v:45:y:1994:i:3:p:281-285Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet
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