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Power arch modelling of the volatility of emerging equity markets

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  • Brooks, Robert

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  • Brooks, Robert, 2007. "Power arch modelling of the volatility of emerging equity markets," Emerging Markets Review, Elsevier, vol. 8(2), pages 124-133, May.
    • Handle: RePEc:eee:ememar:v:8:y:2007:i:2:p:124-133
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