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The Study of long-Term Memory in Dynamic Volatility Relatio..:

dariush damoori ; Negar Mirzad
https://amf.ui.ac.ir/article_23303_39bb02e3e1f46d8fa7afc4e464e59a6f.pdf.  , 2018
Link: https://doi.org/10.22108/amf.2018.103992.1106