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Short versus Long Term Dependence in Stock Prices: Evidence from Variance Ratios and Rescaled Range Statistics

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Author Info
Ian Garrett
Michael Gavrides
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Publisher Info
Paper provided by Economics and Finance Section, School of Social Sciences, Brunel University in its series CERF Discussion Paper Series with number 94-01.

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Handle: RePEc:bru:brucer:94-01

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Postal: Brunel University, Uxbridge, Middlesex UB8 3PH, UK

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This page was last updated on 2009-12-9.

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