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Spurious long memory, uncommon breaks and the implied–realized volatility puzzle》.pdf
Journal of International Money and Finance 56 (2015) 36 e54
Contents lists available at ScienceDirect
Journal of International Money
and Finance
journal homepage: /locate/jimf
Spurious long memory, uncommon breaks and
the impliederealized volatility puzzle*
Neil M. Kellard a, *, Ying Jiang b, Mark Wohar c
a Essex Business School, Essex Finance Centre, University of Essex, United Kingdom
b Nottingh
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