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Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?

✍ Scribed by Sónia R. Bentes; Rui Menezes; Diana A. Mendes

Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 212 KB
Volume: 387
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2008.01.046

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