Lancaster EPrints

Volatility persistence in asset markets: long memory in high/low prices

Byers, J D and Peel, D A (2001) Volatility persistence in asset markets: long memory in high/low prices. Applied Financial Economics, 11 (3). 253 - 260. ISSN 0960-3107

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Item Type: Article
Journal or Publication Title: Applied Financial Economics
Subjects: UNSPECIFIED
Departments: UNSPECIFIED
ID Code: 44737
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:20
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 19:06
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/44737

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