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Memoria a largo plazo en el mercado de valores español: una aproximación mediante el análisis R/S

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  • Natividad Blasco

    (Universidad de Zaragoza)

  • Rafael Santamaria

    (Universidad Pública de Navarra)

Abstract

No abstract is available for this item.

Suggested Citation

  • Natividad Blasco & Rafael Santamaria, 1994. "Memoria a largo plazo en el mercado de valores español: una aproximación mediante el análisis R/S," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 571-583, September.
    • Handle: RePEc:iec:inveco:v:18:y:1994:i:3:p:571-583
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    References listed on IDEAS

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    1. Greene, Myron T. & Fielitz, Bruce D., 1977. "Long-term dependence in common stock returns," Journal of Financial Economics, Elsevier, vol. 4(3), pages 339-349, May.
    2. Yin‐Wong Cheung, 1993. "Tests For Fractional Integration:A Monte Carlo Investigation," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(4), pages 331-345, July.
    3. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
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