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Volatility Persistence and Switching ARCH in Japanese Stock Returns WAI MUN FONG OriginalPaper Pages: 37 - 57
Overstatement of Implied Variance in the Dollar/Yen Currency Option Market DAJIANG GUO OriginalPaper Pages: 59 - 73
Investment Horizon and Composition of Optimal Portofolio: International Evidence GORDON Y.N. TANGRAYMOND S.K. LEE OriginalPaper Pages: 75 - 96