๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Housing Price Volatility Changes and Their Effects

โœ Scribed by Walter Dolde; Dogan Tirtiroglu

Book ID
110691480
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
454 KB
Volume
30
Category
Article
ISSN
1080-8620

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Long-term memory and volatility clusteri
Long-term memory and volatility clustering in high-frequency price changes
โœ Gabjin oh; Seunghwan Kim; Cheoljun Eom ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 886 KB

We studied the long-term memory in diverse stock market indices and foreign exchange rates using Detrended Fluctuation Analysis (DFA). For all high-frequency market data studied, no significant long-term memory property was detected in the return series, while a strong long-term memory property was