Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?

• 作者Sónia R. Bentes; Rui Menezes; Diana A. Mendes
• 卷第387卷
• 期第15期
• 印刷ISSN0378-4371
• 文件大小211.66KB
• 发表时间2008
• DOI10.1016/j.physa.2008.01.046
• 页码3826-3830