Semiparametric exploration of long memory in stock prices
type: Item
instance of: scholarly article
title: Semiparametric exploration of long memory in stock prices
zbMATH Open document ID: 0848.62061
DOI: 10.1016/0378-3758(95)00051-8
author: David K. C. Lee
author: Peter M. Robinson
published in: Journal of Statistical Planning and Inference
publication date: 1996-10-27T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/lkcsb_research/3363
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 906622
zbMATH Keywords: financial time series
zbMATH Keywords: semiparametric analysis
zbMATH Keywords: fractional long memory
zbMATH Keywords: stock prices
zbMATH Keywords: stock indices
MaRDI profile type: Publication
OpenAlex ID: W2070020253
cites work: Q5663204
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description: scientific article; zbMATH DE number 906622