Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets

Author

Yiu Kuen TSE, Singapore Management UniversityFollow
Albert K.C. Tsui

Publication Type

Journal Article

Publication Date

1996

Discipline

Asian Studies | Finance

Research Areas

Econometrics

Publication

Research in Finance

Volume

2

First Page

33

Last Page

54

ISSN

0196-3821

Publisher

Elsevier

Citation

TSE, Yiu Kuen and Tsui, Albert K.C.. Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets. (1996). Research in Finance. 2, 33-54.
Available at: https://ink.library.smu.edu.sg/soe_research/207

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