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Professor Guglielmo Maria Caporale Abstract: This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of th
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Document Date: 2018-01-16 10:07:38
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Professor Guglielmo Maria Caporale Abstract: This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of th