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apctp

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    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