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"Volatility clustering and long memory of financial time series and ..."

Hongli Niu, Jun Wang (2013)

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DOI: 10.1016/J.DSP.2012.11.004

access: closed

type: Journal Article

metadata version: 2020-07-31

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Hongli Niu, Jun Wang:
Volatility clustering and long memory of financial time series and financial price model. Digit. Signal Process. 23(2): 489-498 (2013)

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