Long Memory and Fractional GARCH in Stock Prices : An Enquiry into Asset Pricing Process

Korean Journal of Financial Studies 1999;25(1):31-70.
Published online December 31, 1999.

주가의 장기기억과 분산적분 일반자기회귀 조건부 이분산 : 주가결정과정에 대한 한 탐구

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