Kang, Sang Hoon; Cheong, Chongcheul; Yoon, Seong-Min - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 7, pp. 1425-1433
In this study, the long memory property in the volatility of Chinese stock markets is examined. For this purpose, we …, Shenzhen A and Shenzhen B. From the results of our analysis, we can conclude that the volatility of Chinese stock markets … volatility processes. …