RESEARCH
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Publications
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/Arxiv No. | DOI: 10.1016/j.physa.2007.08.061 |