Long-Term Memory in Stock Market Prices (Q4271324): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q29012815 / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1552362148 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 02:37, 20 March 2024
scientific article; zbMATH DE number 464685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-Term Memory in Stock Market Prices |
scientific article; zbMATH DE number 464685 |
Statements
Long-Term Memory in Stock Market Prices (English)
0 references
9 January 1994
0 references
long-range dependence
0 references
fractional differencing
0 references
random walk
0 references
stock market prices
0 references
daily and monthly stock returns indexes
0 references
Monte Carlo experiments
0 references
\(R/S\) test
0 references
