Long memory in stock index futures markets: A value-at-risk approach
- 1 July 2006
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 366, 437-448
- https://doi.org/10.1016/j.physa.2005.10.017
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
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