Home > Research > Publications & Outputs > Volatility persistence in asset markets: long m...
View graph of relations

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

Research output: Contribution to journalJournal articlepeer-review

Published
  • J D Byers
  • D A Peel
Close
<mark>Journal publication date</mark>2001
<mark>Journal</mark>Applied Financial Economics
Issue number3
Volume11
Number of pages8
Pages (from-to)253 - 260
Publication StatusPublished
<mark>Original language</mark>English