Volatility persistence in asset markets
Subtitle: long memory in high/low prices
By: J.D. Byers and D.A. Peel.
Contributors: Peel, D. 1950-
Series: Financial and banking economics discussion paper series / Cardiff Business School, Financial and Banking Economics Research Group -- no.96:031; Financial and banking economics discussion paper (Cardiff Business School, Financial and Banking Economics Research Group) -- no.96:031.
Publisher: Cardiff Business School, Financial and Banking Economics Research Group
Published: 1996
Place of publication: Cardiff
Language: eng