The Computation of High Frequency S&P 500 Long-range Dependence Volatility Using Dynamic Modified Rescaled Adjusted Range Approach

Cheong, W. C. (2015) The Computation of High Frequency S&P 500 Long-range Dependence Volatility Using Dynamic Modified Rescaled Adjusted Range Approach. Applied Mathematical Sciences, 9. pp. 5915-5924.

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Abstract

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Item Type: Article
Uncontrolled Keywords: The Computation of High Frequency S&P 500 Long-range Dependence Volatility Using Dynamic Modified
Subjects: H Social Sciences > HB Economic Theory
Depositing User: MR. ADNAN YAHYA
Date Deposited: 12 Oct 2015
Last Modified: 12 Oct 2015
URI: http://repository.um.edu.my/id/eprint/104597

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