
Quantitative Finance and Economics, 2018, 2(1): 137159. doi: 10.3934/QFE.2018.1.137
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The memory of volatility
Faculty of Economics and Management, Leibniz University Hannover, Königsworther Platz 1, 30167 Hannover, Germany
Received: , Accepted: , Published:
Special Issues: Volatility of Prices of Financial Assets
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