Work

Long-term memory in stock market volatility

Year: 2000

Type: article

Source: Applied Financial Economics

DOI: 10.1080/096031000416398

Author: Mike K. P. So

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016010452

FWCI:

Cites: 25

Cited by: 31

Related to: 10