Publication detail

Kristoufek, L.: Non-stationary volatility with highly anti-persistent increments: Evidence from range-based volatility

Author(s): prof. PhDr. Ladislav Krištoufek Ph.D.,
Type: Articles in refereed journals
Year: 2013
Number: 0
ISSN / ISBN:
Published in: Hyperion International Journal of Econophysics & New Economy 6(1), pp. 21-38 PDF
Publishing place:
Keywords:
JEL codes:
Suggested Citation:
Abstract:
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