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- W120837191 abstract "This paper seeks to study the persistence in the G7’s stock market volatility, which is carried out using the GARCH, IGARCH and FIGARCH models. The data set consists of the daily returns of the SP nevertheless, the persistence prevails but with minor intensity." @default.
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- W120837191 date "2011-07-01" @default.
- W120837191 modified "2023-09-27" @default.
- W120837191 title "Is stock market volatility persistent? A fractionally integrated approach" @default.
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