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Non-linearity in stock index returns: the volat...
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Non-linearity in stock index returns: the volatility and serial correlation relationship
Research output
:
Contribution to Journal/Magazine
›
Journal article
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peer-review
Published
Overview
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I A Venetis
D Peel
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<mark>Journal publication date</mark>
2005
<mark>Journal</mark>
Economic Modelling
Issue number
1
Volume
22
Number of pages
19
Pages (from-to)
1-19
Publication Status
Published
<mark>Original language</mark>
English