Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market


KASMAN A., okan b., TORUN E.

International Journal of Statistics Economics, vol.5, no.A10, pp.1-11, 2010 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 5 Issue: A10
  • Publication Date: 2010
  • Journal Name: International Journal of Statistics Economics
  • Journal Indexes: Other Indexes
  • Page Numbers: pp.1-11
  • Dokuz Eylül University Affiliated: Yes