Interaction of volatility and autocorrelation: evidence from major stock exchanges
Year of publication: |
1998
|
---|---|
Authors: | Geoffrey Booth, G. ; Koutmos, Gregory |
Published in: |
Managerial Finance. - MCB UP Ltd, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 24.1998, 4, p. 56-67
|
Publisher: |
MCB UP Ltd |
Subject: | Forecasting | Stock markets | Stock prices |
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