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 | ||
