Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812)

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Long-range dependence of time series for MSFT data of the prices of shares and returns
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    Long-range dependence of time series for MSFT data of the prices of shares and returns (English)
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    29 May 2007
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    Hurst parameter
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    self-similar time series
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    FARIMA time series
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    long-range dependence
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    MSFT ticker
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