Long-memory volatility in stock returns: Evidence from four Asia Pacific markets

被引：0

作者：

Tse, YK ^{[1
]}

Tsui, AKC ^{[1
]}

机构：

[1] NATL UNIV SINGAPORE, DEPT ECON & STAT, SINGAPORE 117548, SINGAPORE

来源：

RESEARCH IN FINANCE, SUPPLEMENT 2, 1996 | 1996年 / SUPPL 2期

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

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页码：33 / 54

页数：22

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