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Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks. (2017). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle.
In: Hannover Economic Papers (HEP).
RePEc:han:dpaper:dp-599.

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  7. Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks. (2017). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-599.

    Full description at Econpapers || Download paper

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