Long Term Dependence in Stock Returns
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More about this item
Keywordsstock returns; long memory; fractal dynamics; spectral regression;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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