Persistence of volatility in futures markets Article

Chen, ZY, Daigler, RT, Parhizgari, AM. (2006). Persistence of volatility in futures markets . Journal of Futures Markets, The, 26(6), 571-594. 10.1002/fut.20210

cited authors

  • Chen, ZY; Daigler, RT; Parhizgari, AM

sustainable development goals

authors

publication date

  • June 1, 2006

published in

keywords

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

Digital Object Identifier (DOI)

start page

  • 571

end page

  • 594

volume

  • 26

issue

  • 6