Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching
| Year of publication: |
2007
|
|---|---|
| Authors: | Lux, Thomas ; Kaizoji, Taisei |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 6, p. 1808-1843
|
| Publisher: |
Elsevier |