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: Journal Article
Journal or Publication Title: Applied Financial Economics
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code: 44737
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:20
Refereed?: Yes
Published?: Published
Last Modified: 06 Aug 2019 01:02
URI: https://eprints.lancs.ac.uk/id/eprint/44737

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