Long-Term Memory in Stock Market Prices (Q4271324)
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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)
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9 January 1994
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long-range dependence
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fractional differencing
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random walk
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stock market prices
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daily and monthly stock returns indexes
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Monte Carlo experiments
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\(R/S\) test
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