Volatility persistence in asset markets: long memory in high/low prices

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

Published

<mark>Journal publication date</mark>	2001
<mark>Journal</mark>	Applied Financial Economics
Issue number	3
Volume	11
Number of pages	8
Pages (from-to)	253 - 260
Publication Status	Published
<mark>Original language</mark>	English

Research