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Long memory in volatility and trading volume:
Fleming, Jeff
;
Kirby, Chris
Journal of Banking & Finance. 35 (2011) 7 - p. 1714-1726 , 2011
Link:
https://doi.org/10.1016/j.jbankfin.2010.11.007
RT Journal T1 <Title>Long memory in volatility and trading volume</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jbankfin.2010.11.007&Exemplar=1&LAN=DE A1 Fleming, Jeff A1 Kirby, Chris PB Elsevier BV YR 2011 SN 0378-4266 JF Journal of Banking & Finance VO 35 IS 7 SP 1714 OP 1726 LK http://dx.doi.org/https://doi.org/10.1016/j.jbankfin.2010.11.007 DO https://doi.org/10.1016/j.jbankfin.2010.11.007 SF ELIB - SuUB Bremen
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