Stock market volatility and fractional integration
By: Yin-Wong Cheung.
Contributors: City University of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City University of Hong Kong. Department of Economics and Finance) -- no.90
Publisher: City University of Hong Kong, Department of Economics and Finance
Published: 1996
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 43
Subjects: Stock exchanges.; Stocks -- Prices.; Dividends.
Notes: Includes bibliographical references (p20-23).