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BusinessEconomicsFinanceFinancial EconomicsMacroeconomicsTime Series AnalysisAsset Return ModelingCapital MarketsLong-memory ProcessesStructural Break AnalysisVolatility AnalysisVolatility ModelingCausalityFinancial Market VolatilityInflation VolatilityLong Memory ModelsStock Market ReturnsStructural BreaksVolatilityVolatility Breaks
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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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