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/asjc/2000/2003
Subjects:
?? financeeconomics and econometricsdiscipline-based research ??
ID Code:
44737
Deposited By:
Deposited On:
11 Jul 2011 18:20
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 12:00