Short and long memory in stock returns data (Q1925895)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Short and long memory in stock returns data |
scientific article; zbMATH DE number 6118394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short and long memory in stock returns data |
scientific article; zbMATH DE number 6118394 |
Statements
Short and long memory in stock returns data (English)
0 references
27 December 2012
0 references
fractional integration
0 references
long memory
0 references
Monte Carlo study
0 references
stock returns
0 references
0 references
