The Empirical Analysis of the Long Memory Properties of Stock Market Returns and Volatilities in China

Ya Jing LI;Yue HE;Hong Quan ZHU

Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (1) : 9-15.

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Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (1) : 9-15. DOI: 10.12011/1000-6788(2003)1-9
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The Empirical Analysis of the Long Memory Properties of Stock Market Returns and Volatilities in China

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2003, 23(1): 9-15 https://doi.org/10.12011/1000-6788(2003)1-9

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