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Term premium and long range dependence in Volatility: a FIGARCH M estimation on some Asian countries

Lardic, Sandrine and Mignon, Valerie

Term premium and long range dependence in Volatility: a FIGARCH M estimation on some Asian countries J7769 2004 - 2004 - 1-19 V. 3 Issue. 1

Subjects--Topical Terms:
Finance

Subjects--Index Terms: Term premium;Long term memory;FIGARCH in mean processes;

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