Title of article
Non-linearity in stock index returns: the volatility and serial correlation relationship
Author/Authors
Ioannis A. Venetis، نويسنده , , David Peel، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
19
From page
1
To page
19
Keywords
NON-LINEAR , Volatility , Autocorrelation
Journal title
Economic Modelling
Serial Year
2005
Journal title
Economic Modelling
Record number
227657
Link To Document