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Subject: FIGARCH Subject: Long-memory Document Type: Artículo Repository: 73

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Title: Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: new evidence
Author: Bentes, S. R.
Language: Inglés
Repository: 73
Subject: Gold returns / Long-memory / Shock persistence / Volatility forecasts / Conditional variance / FIGARCH / Domínio/Área Científica::Ciências Naturais::Ciências Físicas

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