Open AccessThe Long-Memory Property of Returns and Volatility in the Chinese Stock Market and the Issue of Contemporaneous Aggregation
Author(s) -
Zhenyou Jiang,
SeongMin Yoon
Publication year - 2015
Publication title -
yu'lasia yeon'gu/yurasia yeongu
Language(s) - English
Resource type - Journals
eISSN - 2733-6301
pISSN - 1738-3382
DOI - 10.31203/aepa.2015.12.2.003
Subject(s) - long memory , volatility (finance) , financial economics , stock (firearms) , economics , stock market , monetary economics , property market , econometrics , finance , geography , context (archaeology) , archaeology , real estate