Dual long-memory, structural breaks and the link between turnover and the range-based volatility
| Year of publication: |
2009
|
|---|---|
| Authors: | Karanasos, M. ; Kartsaklas, A. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 16.2009, 5, p. 838-851
|