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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"ARCH model"
~type_genre:"Article in journal"
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Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
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