Quantifying Volatility Clustering in Financial Time Series

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/47007

Title:	Quantifying Volatility Clustering in Financial Time Series
Authors:	Tseng, J. J. Li, S. P.
Issue Date:	2012-01-01
Relation:	International Review of Financial Analysis23, 11-19
URI:	http://ir.sinica.edu.tw/handle/201000000A/47007
Appears in Collections:	物理研究所

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