Short and long memory in stock returns data (Q1925895)
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scientific article; zbMATH DE number 6118394
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| English | Short and long memory in stock returns data |
scientific article; zbMATH DE number 6118394 |
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Short and long memory in stock returns data (English)
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27 December 2012
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fractional integration
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long memory
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Monte Carlo study
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stock returns
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0.795996367931366
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0.7958444952964783
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0.791568398475647
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0.7804121375083923
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0.777565598487854
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