Open Journal of Social Sciences

Vol.3 No.7(2015), Paper ID 57985, 6 pages

DOI:10.4236/jss.2015.37011

 

Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market

 

Wei Dai, Dejun Xie, Bianxia Sun

 

Department of Financial Mathematics and Financial Engineering, South University of Science and Technology of China, Shenzhen, China
Department of Financial Mathematics and Financial Engineering, South University of Science and Technology of China, Shenzhen, China
Department of Financial Mathematics and Financial Engineering, South University of Science and Technology of China, Shenzhen, China

 

Copyright © 2015 Wei Dai, Dejun Xie, Bianxia Sun et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Dai, W. , Xie, D. and Sun, B. (2015) Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market. Open Journal of Social Sciences, 3, 61-66. doi: 10.4236/jss.2015.37011.

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