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Non-linearity in stock index returns: the volatility and serial correlation relationship

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Non-linearity in stock index returns: the volatility and serial correlation relationship. / Venetis, I A; Peel, D.
In: Economic Modelling, Vol. 22, No. 1, 2005, p. 1-19.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Venetis, IA & Peel, D 2005, 'Non-linearity in stock index returns: the volatility and serial correlation relationship', Economic Modelling, vol. 22, no. 1, pp. 1-19.

APA

Venetis, I. A., & Peel, D. (2005). Non-linearity in stock index returns: the volatility and serial correlation relationship. Economic Modelling, 22(1), 1-19.

Vancouver

Venetis IA, Peel D. Non-linearity in stock index returns: the volatility and serial correlation relationship. Economic Modelling. 2005;22(1):1-19.

Author

Venetis, I A ; Peel, D. / Non-linearity in stock index returns: the volatility and serial correlation relationship. In: Economic Modelling. 2005 ; Vol. 22, No. 1. pp. 1-19.

Bibtex

@article{2425b3900c754edf8cde1ef8f9f1528b,
title = "Non-linearity in stock index returns: the volatility and serial correlation relationship",
author = "Venetis, {I A} and D Peel",
year = "2005",
language = "English",
volume = "22",
pages = "1--19",
journal = "Economic Modelling",
issn = "0264-9993",
publisher = "Elsevier",
number = "1",

}

RIS

TY - JOUR

T1 - Non-linearity in stock index returns: the volatility and serial correlation relationship

AU - Venetis, I A

AU - Peel, D

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 22

SP - 1

EP - 19

JO - Economic Modelling

JF - Economic Modelling

SN - 0264-9993

IS - 1

ER -