Evidence of an asymmetry in the relationship between volatility and autocorrelation
Year of publication: |
2007
|
---|---|
Authors: | McKenzie, Michael D. ; Kim, Suk-Joong |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 16.2007, 1, p. 22-40
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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