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DECISION. 2013;40(1-2):117-134. doi: 10.1007/s40622-013-0004-2 Q41.02025

Modeling persistence and long memory under the impact of regime shifts in the PIGS stock markets

在PIGS股市中制度变迁冲击下的持久性与长记忆建模

Kumar, Dilip; Maheswaran, S.

DOI: 10.1007/s40622-013-0004-2

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期刊名:Decision

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ISSN:0304-0941

e-ISSN:2197-1722

IF/分区:1.0/Q4

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Modeling persistence and long memory under the impact of regime shifts in the PIGS stock markets