Long-term dependence in stock returns (Q1391610): Difference between revisions

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+Long-term and short-term price memory in the stock market
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES
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+Fractional differencing
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+Long-Term Memory in Stock Market Prices
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+Limit theorems on the self-normalized range for weakly and strongly dependent processes
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+Q4154814
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