Intraday periodicity and long memory in the volatility of high frequency Australian stock returns
Date
2006
Authors
Kang, S.H.
McIver, R.P.
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Conference paper
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Industry, markets, and regions : proceedings for the 2nd International Conference for the Australasian Business and Behavioural Sciences Association (ABBSA), 2006
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(29 Sep 2006 : Adelaide, South Australia)
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