Fractional dynamics in Japanese financial time series

John Barkoulas and Christopher Baum

Pacific-Basin Finance Journal, 1998, vol. 6, issue 1-2, 115-124

Date: 1998
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Working Paper: Fractional Dynamics in Japanese Financial Time Series (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:115-124

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