A long memory property of stock market returns and a new model

Clive W. J. Granger, Robert F. Engle, Zhuanxin Ding
1993-06-01
SCID:  54.1/zhhfmwqs
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1993-06-01
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Clive W. J. Granger
Robert F. Engle
Zhuanxin Ding
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