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Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets

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  • Andrew Clare
  • Ian Garrett
  • Greg Jones
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  • Andrew Clare & Ian Garrett & Greg Jones, "undated". "Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets," CERF Discussion Paper Series 96-08, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Handle: RePEc:bru:brucer:96-08
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