Real and Spurious Long Memory Properties of Stock Market Data
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Other versions of this item:
- Lobato, Ignacio N & Savin, N E, 1998. "Real and Spurious Long-Memory Properties of Stock-Market Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 261-268, July.
- I.N. Lobato & N.E. Savin, 1996. "Real and Spurious Long Memory Properties of Stock Market Data," Econometrics 9605004, University Library of Munich, Germany, revised 26 Sep 1996.
References listed on IDEAS
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More about this item
KeywordsFINANCIAL MARKET; ECONOMIC MODELS;
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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