Article citations

    Malik, F., Ewing, B.T. and Payne, J.E. (2005) Measuring Volatility Persistence in the Presence of Sudden Changes in the Variance of Canadian Stock Returns. Canadian Journal of Economics, 38, 1037-1056.
    http://dx.doi.org/10.1111/j.0008-4085.2005.00315.x

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