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Cited by

• 2005A multivariate long memory stochastic volatility model24 cited
• 2001Stock return process and expected depreciation over the Asian financial crisis24 cited
• 1999Bayesian Unit-Root Testing in Stochastic Volatility Models23 cited
• 1999Forecasting exchange rate volatility using autoregressive random variance model21 cited
• 2002An Investigation of the Day-of-the-Week Effect in Korea: Has the Anomalous Effect Vanished in the 1990's?21 cited