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 |