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Long memory properties in return and volatility: Evidence from the Korean stock market

✍ Scribed by Sang Hoon Kang; Seong-Min Yoon

Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 272 KB
Volume: 385
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2007.07.051

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