Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Volatility persistence in asset markets: long memory in high/low prices
AU - Byers, J D
AU - Peel, D A
PY - 2001
Y1 - 2001
M3 - Journal article
VL - 11
SP - 253
EP - 260
JO - Applied Financial Economics
JF - Applied Financial Economics
SN - 0960-3107
IS - 3
ER -