Non-linearity in stock index returns: the volatility and serial correlation relationship

Venetis, I A and Peel, D (2005) Non-linearity in stock index returns: the volatility and serial correlation relationship. Economic Modelling, 22 (1). pp. 1-19. ISSN 0264-9993

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Item Type:
Journal Article
Journal or Publication Title:
Economic Modelling
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
?? ECONOMICS AND ECONOMETRICSDISCIPLINE-BASED RESEARCH ??
ID Code:
44451
Deposited By:
Deposited On:
11 Jul 2011 18:16
Refereed?:
Yes
Published?:
Published
Last Modified:
21 Sep 2023 01:04