Long memory in the Canadian stock market
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- repec:exl:2manag:v:16:y:2015:i:1:p:7-37 is not listed on IDEAS
- 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.
- Krzysztof Brania & Henryk Gurgul, 2015.
"The impact of estimation methods and data frequency on the results of long memory assessment,"
AGH University of Science and Technology, vol. 16(1), pages 7-37, January.
- 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, Faculty of Management, vol. 16(1), pages 7-37.
- repec:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0157-5 is not listed on IDEAS
- 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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