This thesis examines two major issues associated with the long memory characteristics of Korean stock market return and return volatility: the presence of long memory; and possible origins of long memory. / Thesis (PhD)--University of South Australia, 2008.
| Identifer | oai:union.ndltd.org:ADTP/267037 |
| Creators | Kang, Sang Hoon. |
| Source Sets | Australiasian Digital Theses Program |
| Language | English |
| Detected Language | English |
| Rights | copyright under review |
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