Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?
書誌事項
- 公開日
- 2008-06
- 権利情報
-
- https://www.elsevier.com/tdm/userlicense/1.0/
- DOI
-
- 10.1016/j.physa.2008.01.046
- 公開者
- Elsevier BV
この論文をさがす
収録刊行物
-
- Physica A: Statistical Mechanics and its Applications
-
Physica A: Statistical Mechanics and its Applications 387 (15), 3826-3830, 2008-06
Elsevier BV