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1 Publication
2026 | Working Paper | LibreCat-ID: 66447 |
Comparing the behaviors of some original short and long memory exponential volatility models
D.C. Hanke, Y. Feng, A. Uhde, Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.
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D.C. Hanke, Y. Feng, A. Uhde, Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.