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LONG-TERM MEMORY AND LEVEL SHIFTS: APPLICATION OF THE MODIFIED GPH TEST IN TEHRAN STOCK EXCHANGE
LONG-TERM MEMORY AND LEVEL SHIFTS: APPLICATION OF THE MODIFIED GPH TEST IN TEHRAN STOCK EXCHANGE
2015
M Kashi
M Donyaei
R Ahmadi
Keywords:
Financial economics
Stock exchange
Economics
Arithmetic
Long-term memory
Econometrics
Correction
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