The effect of long memory in volatility on stock market fluctuations

Review of Economics and Statistics

Volumn 89, Issue 4, 2007, Pages 684-700

  Christensen, Bent Jesper ^a   Nielsen, Morten Ørregaard ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b Department of Obstetrics Gynecology   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 36448995405     PISSN: 00346535     EISSN: 15309142     Source Type: Journal    
DOI: 10.1162/rest.89.4.684     Document Type: Article

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