Term premium and long-range dependence in volatility a FIGARCH-M estimation on some Asian countries

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Veröffentlicht in:Journal of emerging market finance
1. Verfasser: Lardic, Sandrine (VerfasserIn)
Weitere Verfasser: Mignon, Valérie (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2004
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