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"Did long-memory of liquidity signal the European sovereign debt crisis?"
Zhuowei Sun et al. (2019)
- Zhuowei Sun, Philip A. Hamill, Youwei Li, Y. C. Yang, Samuel A. Vigne:
Did long-memory of liquidity signal the European sovereign debt crisis? Ann. Oper. Res. 282(1-2): 355-377 (2019)
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