Long memory in currency futures volatility
Ching-fan Chung; Mao-wei Hung and Yu-hong Liu
| Year of publication: |
2003
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|---|---|
| Authors: | Chung, Ching-fan ; Hung, Mao-wei ; Liu, Yu-hong |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 4476621. - Vol. 20.2003, p. 139-158
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009943494