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Pages: 88
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Type: BOOK - Published: 2003-07-01 - Publisher: International Monetary Fund
Using the ARFIMA-FIGARCH model, this paper studies the efficiency of the Japanese equity market by examining the statistical properties of the return and volati
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Type: BOOK - Published: 2008-04-15 - Publisher: University of Chicago Press
This timely volume addresses three important recent trends in the internationalization of United States equity markets: extensive market integration through for
Language: en
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Pages: 88
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