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

Research output: Contribution to journalJournal articlepeer-review

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Volatility persistence in asset markets: long memory in high/low prices. / Byers, J D; Peel, D A.

In: Applied Financial Economics, Vol. 11, No. 3, 2001, p. 253 - 260.

Research output: Contribution to journalJournal articlepeer-review

Harvard

Byers, JD & Peel, DA 2001, 'Volatility persistence in asset markets: long memory in high/low prices', Applied Financial Economics, vol. 11, no. 3, pp. 253 - 260.

APA

Byers, J. D., & Peel, D. A. (2001). Volatility persistence in asset markets: long memory in high/low prices. Applied Financial Economics, 11(3), 253 - 260.

Vancouver

Byers JD, Peel DA. Volatility persistence in asset markets: long memory in high/low prices. Applied Financial Economics. 2001;11(3):253 - 260.

Author

Byers, J D ; Peel, D A. / Volatility persistence in asset markets: long memory in high/low prices. In: Applied Financial Economics. 2001 ; Vol. 11, No. 3. pp. 253 - 260.

Bibtex

@article{ca1cb2d72cd44cdea7191f1e72201c8b,
title = "Volatility persistence in asset markets: long memory in high/low prices",
author = "Byers, {J D} and Peel, {D A}",
year = "2001",
language = "English",
volume = "11",
pages = "253 -- 260",
journal = "Applied Financial Economics",
issn = "0960-3107",
publisher = "Routledge",
number = "3",

}

RIS

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 -