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Please use this identifier to cite or link to this item: http://doi.org/10.15057/5084

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Title: On Financial Time Series Decompositions with Applications to Volatility
Authors: Doksum, Kjell
Miura, Ryozo  
Yamauchi, Hiroaki
Issue Date: Oct-2000
Publisher: Hitotsubashi Academy, Hitotsubashi University
Citation: Hitotsubashi journal of commerce and management
Volume: 35
Issue: 1
Start Page: 19
End Page: 47
Language: eng
DOI: 10.15057/5084
Text Version: publisher
Appears in Collections:Vol. 35, no. 1 (Oct. 2000)

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