Open access peer-reviewed chapter

Long Memory in the Volatility of Local Currency Bond Markets: Evidence from Hong Kong, Mexico and South Africa

By Pako Thupayagale

Submitted: December 1st 2011Reviewed: June 21st 2012Published: September 12th 2012

DOI: 10.5772/50888

Downloaded: 1128

© 2012 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution 3.0 License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Pako Thupayagale (September 12th 2012). Long Memory in the Volatility of Local Currency Bond Markets: Evidence from Hong Kong, Mexico and South Africa, Risk Management Nerija Banaitiene, IntechOpen, DOI: 10.5772/50888. Available from:

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