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Volatility Persistence and Switching ARCH in Japanese Stock Returns |
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| Authors: | WAI MUN FONG |
| Institution: | (1) Department of Finance and Banking, National University of Singapore, Kent Ridge Crescent, Singapore, 119260 |
| Abstract: | |
| Keywords: | ARCH volatility persistence and Markov Process |
| 本文献已被 SpringerLink 等数据库收录！ | |