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Long-term dependence in stock returns - MaRDI portal

Long-term dependence in stock returns (Q1391610)

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scientific article; zbMATH DE number 1178118
Language Label Description Also known as
English
Long-term dependence in stock returns
scientific article; zbMATH DE number 1178118

    Statements

    title
    Long-term dependence in stock returns (English)
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    author
    J. T. Barkoulas
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    C. F. Baum
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    publication date
    22 July 1998
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    zbMATH Keywords
    fractal dynamics
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    long memory
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    spectral regression
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    stock returns
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    Identifiers

    zbMATH DE Number
    1178118
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