Publications
No | APCTP Res2007-015 | Type | Publications by APCTP members |
---|---|---|---|
Title | Long-term memory and volatility clustering in high-frequency price changes | ||
Journal Title | Physica A | ||
ISBN_ISSN | 0378-4371 | ||
APCTP Author | Seunghwan Kim, Gabjin Oh, Cheoljun Eom | ||
All Authors | Gabjin Oh, Cheoljun Eom, Seunghwan Kim | ||
Year | 2007 | Volume No | Physica A 387(2008) |
First page | 1247 | Last page | 1254 |
SCI/Non SCI | SCI | Domestic/International | |
DOI No. | DOI: 10.1016/j.physa.2007.08.061 |