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True or Spurious Long Memory in Volatility : Further Evidence on the Energy Futures Markets. (2014). Lanouar, Charfeddine.
In: Working Papers.
RePEc:ipg:wpaper:2014-503.

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  1. The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review. (2018). Zavadska, Miroslava ; Morales, Lucia ; Coughlan, Joseph.
    In: IJFS.
    RePEc:gam:jijfss:v:6:y:2018:i:4:p:89-:d:179491.

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  2. Oil price volatility forecast with mixture memory GARCH. (2016). Walther, Thomas ; Klein, Tony.
    In: Energy Economics.
    RePEc:eee:eneeco:v:58:y:2016:i:c:p:46-58.

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  3. Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Anwar, Sajid ; Al-Shboul, Mohammad.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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