Long-term and short-term price memory in the stock market
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Publication:672632
DOI10.1016/0165-1765(95)00690-HzbMath0900.90023MaRDI QIDQ672632
K. Victor Chow, Karen C. Denning, Gregory Noronha, Stephen D. Ferris
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
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Long-term dependence in stock returns, Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application
Cites Work
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