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Exploring Dual Long Memory in Returns and Volatility across the Central and Eastern European stock markets

Academy of Economic Studies Doctoral School of Finance and Banking- DOFIN. Exploring Dual Long Memory in Returns and Volatility across the Central and Eastern European stock markets . Msc. Student: Mihaela Sandu Supervisor: PhD.Professor Mois ? Alt ? r. Bucharest, July 2009.

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Exploring Dual Long Memory in Returns and Volatility across the Central and Eastern European stock markets