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Long memory in the Canadian stock market

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  • Steve Beveridege
  • Cyril Oickle

Abstract

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Suggested Citation

  • Steve Beveridege & Cyril Oickle, 1997. "Long memory in the Canadian stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 667-672.
  • Handle: RePEc:taf:apfiec:v:7:y:1997:i:6:p:667-672
    DOI: 10.1080/758533858
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    Cited by:

    1. repec:exl:2manag:v:16:y:2015:i:1:p:7-37 is not listed on IDEAS
    2. Lin, Shih-Kuei & Wang, Shin-Yun & Tsai, Pei-Ling, 2009. "Application of hidden Markov switching moving average model in the stock markets: Theory and empirical evidence," International Review of Economics & Finance, Elsevier, vol. 18(2), pages 306-317, March.
    3. Krzysztof Brania & Henryk Gurgul, 2015. "The impact of estimation methods and data frequency on the results of long memory assessment," Managerial Economics, AGH University of Science and Technology, vol. 16(1), pages 7-37, January.
    4. repec:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0157-5 is not listed on IDEAS
    5. Cajueiro, Daniel O. & Tabak, Benjamin M., 2006. "Testing for predictability in equity returns for European transition markets," Economic Systems, Elsevier, vol. 30(1), pages 56-78, March.

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