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Title: Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
Authors: Ishida, Isao
Watanabe, Toshiaki  
Edition: [Revised version]
Issue Date: Feb-2009
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 24, [7] p.
Series/Report no.: Global COE Hi-Stat Discussion Paper Series ; No. 32
Description: This version: January 14, 2009; First draft: October 24, 2008
Language: eng
Text Version: publisher
Appears in Collections:Global COE Hi-Stat Discussion Paper Series

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