Long Memory and Volatility Clustering: Is the Empirical Evidence Consistent Across Stock Markets?

AuthID
 P-003-YHF
3
Author(s)
Document Type
Article
Year published
2008
Published
in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, ISSN: 0378-4371
Volume: 387, Issue: 15, Pages: 3826-3830 (5)
Conference
6Th International Conference on Applications of Physics in Financial Analysis, Date: JUL 04-07, 2007, Location: Lisbon, PORTUGAL
Indexing
Wos®
Scopus®
Crossref®46
Google Scholar®
Publication Identifiers
SCOPUS: 2-s2.0-42649121342
Wos: WOS:000256408100003
Source Identifiers
ISSN: 0378-4371
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