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The memory of volatility
Author(s) -
Kai Wenger,
Christian Leschinski,
Philipp Sibbertsen
Publication year - 2018
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2018.1.622
Subject(s) - volatility (finance) , economics , econometrics

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