Persistence of volatility in futures markets Article

Chen, ZY, Daigler, RT, Parhizgari, AM. (2006). Persistence of volatility in futures markets . JOURNAL OF FUTURES MARKETS, 26(6), 571-594. 10.1002/fut.20210

keywords

  • Business & Economics
  • Business, Finance
  • FRACTAL STRUCTURE
  • HYPOTHESIS
  • LONG MEMORY
  • RETURNS
  • Social Sciences
  • TIME-SERIES

Digital Object Identifier (DOI)

publisher

  • WILEY

start page

  • 571

end page

  • 594

volume

  • 26

issue

  • 6