Non-linearity in stock index returns: the volatility and serial correlation relationship
| Year of publication: |
2005
|
|---|---|
| Authors: | Venetis, Ioannis A. ; Peel, David |
| Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 22.2005, 1, p. 1-19
|
| Publisher: |
Elsevier |