Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market
| Year of publication: |
2013
|
|---|---|
| Authors: | Yalama, Abdullah ; Celik, Sibel |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 30.2013, p. 67-72
|