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BREAKS AND PERSISTENCY: MACROECONOMIC CAUSES OF STOCK MARKET VOLATILITY
BELTRATTI A. | MORANA C.
JOURNAL OF ECONOMETRICS
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AN EMPIRICAL INVESTIGATION OF THE USEFULNESS OF ARFIMA MODELS FOR PREDICTING MACROECONOMIC AND FINANCIAL TIME SERIES
BHARDWAJ G. | SWANSON N.R.
View 157