Quantifying volatility clustering in financial time series
| Year of publication: |
2012
|
|---|---|
| Authors: | Tseng, Jie-Jun ; Li, Sai-Ping |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 23.2012, p. 11-20
|