Long-term dependence in stock returns
type: Item
instance of: scholarly article
title: Long-term dependence in stock returns
zbMATH Open document ID: 0897.90037
DOI: 10.1016/S0165-1765(96)00935-4
author: J. T. Barkoulas
author: C. F. Baum
published in: Economics Letters
publication date: 1998-07-22T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1178118
zbMATH Keywords: fractal dynamics
zbMATH Keywords: long memory
zbMATH Keywords: spectral regression
zbMATH Keywords: stock returns
MaRDI profile type: Publication
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cites work: Fractional differencing
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cites work: Limit theorems on the self-normalized range for weakly and strongly dependent processes
cites work: Q4154814
description: scientific article; zbMATH DE number 1178118