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    Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH

    13 years 5 months ago
    Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
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    Esther Ruiz, Helena Veiga
    claim paper
    Added 10 Dec 2010
    Updated 10 Dec 2010
    Type Journal
    Year 2008
    Where CSDA
    Authors Esther Ruiz, Helena Veiga
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