The Long-Memory Property of Returns and Volatility in the Chinese Stock Market and the Issue of Contemporaneous Aggregation
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Published:2015-06
Issue:2
Volume:12
Page:45-71
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ISSN:1738-3382
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Container-title:The Journal of Eurasian Studies
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language:en
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Short-container-title:thejournalofeurasianstudies
Publisher
Asia-Europe Perspective Association