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Applied Economics Letters Volume 19, 2012 - Issue 10
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Original Articles

Time-varying long-range dependence in stock market returns and financial market disruptions – a case of eight European countries

Silvo Dajcman Department of Finance, Faculty of Economics and Business, University of Maribor, Razlagova 14, 2000, Maribor, SloveniaCorrespondence[email protected]
Pages 953-957 | Published online: 27 Sep 2011

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