Semiparametric exploration of long memory in stock prices (Q1918155)
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scientific article; zbMATH DE number 906622
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Semiparametric exploration of long memory in stock prices |
scientific article; zbMATH DE number 906622 |
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Semiparametric exploration of long memory in stock prices (English)
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27 October 1996
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financial time series
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semiparametric analysis
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fractional long memory
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stock prices
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stock indices
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0.8173003196716309
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0.812412440776825
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0.8050875067710876
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0.8045651912689209
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