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Long-range dependence in returns and volatility of Central European Stock Indices
- 1.Krištoufek, L. Long-range dependence in returns and volatility of Central European Stock Indices. Bulletin of the Czech Econometric Society. 2010, 17(27), 50-67. ISSN 1212-074X. Available: http://library.utia.cas.cz/separaty/2010/E/kristoufek-long-range dependence in returns and volatility of central european stock indices bces.pdf
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