Dual long memory property in returns and volatility: Evidence from the CEE countries' stock markets

Emerging Markets Review - Tập 10 Số 2 - Trang 122-139 - 2009
Adnan Kasman1, Saadet Kasman1, Erdost Torun2
1Department of Economics, Faculty of Business, Dokuz Eylul University, 35160 Buca, Izmir, Turkey
2Department of Business Administration, Faculty of Business, Dokuz Eylul University, Turkey

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