Author: Cardinali Alessandro
Publisher: Routledge Ltd
ISSN: 1466-4305
Source: Applied Financial Economics, Vol.22, Iss.9, 2012-05, pp. : 733-748
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Long-term memory in stock market volatility
Applied Financial Economics, Vol. 10, Iss. 5, 2000-09 ,pp. :
Volatility persistence in asset markets: long memory in high/low prices
Applied Financial Economics, Vol. 11, Iss. 3, 2001-06 ,pp. :