Multiscale behaviour of volatility autocorrelations in a financial market
| Year of publication: |
1999
|
|---|---|
| Authors: | Pasquini, M. ; Serva, M. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 65.1999, 3, p. 275-280
|