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• Ray Yeutien Chou
• Chung-Ming Kuan

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 95 (2000)
Issue (Month): 1 (March)
Pages: 199-218
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Handle: RePEc:eee:econom:v:95:y:2000:i:1:p:199-218

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3. Alan E. H. Speight & Piers Thompson, 2006. "Is investment time irreversible? Some empirical evidence for disaggregated UK manufacturing data," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2265-2275, October. [Downloadable!] (restricted)
4. Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series CIRJE-F-608, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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   Other versions:
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This page was last updated on 2009-12-9.