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Non-linearity in stock index returns: the volatility and serial correlation relationship

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>2005
<mark>Journal</mark>Economic Modelling
Issue number1
Volume22
Number of pages19
Pages (from-to)1-19
Publication StatusPublished
<mark>Original language</mark>English