The long memory of equity volatility: international evidence

Details

Name	Hannover economic papers (HEP)
Volume	Nummer: 614 (Nov 2017)

The long memory of equity volatility: international evidence. / Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp.
[Hannover], 2017. (Hannover economic papers (HEP); Vol. Nummer: 614 (Nov 2017)).

Research output: Working paper/Preprint › Working paper/Discussion paper

Nguyen DBB, Prokopczuk M, Sibbertsen P. The long memory of equity volatility: international evidence. [Hannover]. 2017. (Hannover economic papers (HEP)).

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Sibbertsen, Philipp. / The long memory of equity volatility : international evidence. [Hannover], 2017. (Hannover economic papers (HEP)).

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