Measuring Persistence in Stock Market Volatility Using the Figarch Approach

AuthID
P-00F-ZRB
1
Author(s)
Document Type
Article
Year published
2014
Published
in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, ISSN: 0378-4371
Volume: 408, Pages: 190-197 (8)
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Scopus: 2-s2.0-84899797883
Wos: WOS:000337854700018
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ISSN: 0378-4371
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