Pages that link to "Item:Q1391610"
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The following pages link to Long-term dependence in stock returns (Q1391610):
Displaying 17 items.
- Complexity testing techniques for time series data: a comprehensive literature review (Q508502) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- Long-term and short-term price memory in the stock market (Q672632) (← links)
- Stock market prices and long-range dependence (Q1297904) (← links)
- Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return (Q1695664) (← links)
- Ranking efficiency for emerging markets (Q1766633) (← links)
- Credit market jitters in the course of the financial crisis: a permutation entropy approach in measuring informational efficiency in financial assets (Q2150358) (← links)
- Testing for long range dependence in banking equity indices (Q2484774) (← links)
- Fast computation and practical use of amplitudes at non-Fourier frequencies (Q2666997) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- Determinants of the Long Term Excess Performance of American Depository Receipts Listed on the New York Stock Exchange (Q3434829) (← links)
- Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812) (← links)
- A Class of Antipersistent Processes (Q3505318) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
- Long-range power-law correlations in stock returns (Q5945408) (← links)
