Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data

Publisher： John Wiley & Sons Inc

E-ISSN： 1099-1158|20|3|276-290

ISSN： 1076-9307

Source： INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS, Vol.20, Iss.3, 2015-07, pp. : 276-290

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