Article · Journal · 2015

Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data

International Journal of Finance & Economics

Citations: 14from other works
Field-weighted impact: 1.391.00 is the world average for its field and year
Among its field: 84th percentileby citations, against works of its field and year
Authors: 3from 2 institutions

Authors

3 authors across 2 institutions in 2 countries

OlaOluwa Simon YayaFirst author
- University of Ibadan (NG)
as printed: Ola Oluwa S. Yaya
Luis Alberiko Gil-AlanaCorresponding
as printed: Luis A. Gil‐Alana
Olanrewaju I. ShittuSenior author
- University of Ibadan (NG)