Scaling laws in variance as a measure of long-term dependence
| Year of publication: |
1999
|
|---|---|
| Authors: | Batten, Jonathan ; Ellis, Craig ; Mellor, Robert |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 8.1999, 2, p. 123-138
|
| Publisher: |
Elsevier |