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Modelling Return and Volatility of Oil Price using Dual Long Memory Models

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  1. repec:ipg:wpaper:2014-546 is not listed on IDEAS
  2. repec:ipg:wpaper:2014-565 is not listed on IDEAS
  3. repec:ipg:wpaper:2014-334 is not listed on IDEAS
  4. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
  5. repec:ipg:wpaper:2014-442 is not listed on IDEAS
  6. repec:ipg:wpaper:2014-421 is not listed on IDEAS
  7. repec:ipg:wpaper:2014-561 is not listed on IDEAS
  8. repec:ipg:wpaper:2014-569 is not listed on IDEAS
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  11. repec:ipg:wpaper:2014-502 is not listed on IDEAS
  12. repec:ipg:wpaper:2014-456 is not listed on IDEAS
  13. repec:ipg:wpaper:2014-469 is not listed on IDEAS
  14. repec:ipg:wpaper:2014-486 is not listed on IDEAS
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  18. repec:ipg:wpaper:2014-535 is not listed on IDEAS
  19. repec:ipg:wpaper:2014-414 is not listed on IDEAS
  20. repec:ipg:wpaper:2014-547 is not listed on IDEAS
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  25. repec:ipg:wpaper:2014-470 is not listed on IDEAS
  26. repec:ipg:wpaper:2014-549 is not listed on IDEAS
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