مرکز منطقه ای اطلاع رساني علوم و فناوري - Non-linearity in stock index returns: the volatility and serial correlation relationship

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 :

From page :

To page :

Keywords :

NON-LINEAR , Volatility , Autocorrelation

Journal title :

Economic Modelling

Serial Year :

2005

Journal title :

Economic Modelling

Record number :

227657

Link To Document :