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Korean Journal of Financial Studies 2006;35(5):175-198.
Published online October 31, 2006.
Asymmetric Long Memory Feature in the Volatility of Asian Stock Markets
Sang Hoon Kang, Seong Min Yoon
Asymmetric Long Memory Feature in the Volatility of Asian Stock Markets
Sang Hoon Kang, Seong Min Yoon
Key Words: ARFIMA,Asian stock markets,Asymmetric volatility,FIEGARCH,Long memory
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