Are Pound and Euro the Same Currency?
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- Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999.
"Stock market prices and long-range dependence,"
Finance and Stochastics,
Springer, vol. 3(1), pages 1-13.
- Tom Doan, . "RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)," Statistical Software Components RTZ00167, Boston College Department of Economics.
- Lo, Andrew W, 1991.
"Long-Term Memory in Stock Market Prices,"
Econometric Society, vol. 59(5), pages 1279-313, September.
- Andrew W. Lo, 1989. "Long-term Memory in Stock Market Prices," NBER Working Papers 2984, National Bureau of Economic Research, Inc.
- Tom Doan, . "RSSTATISTIC: RATS procedure to compute R/S Statistic (classical or Lo's modified)," Statistical Software Components RTS00191, Boston College Department of Economics.
- Lo, Andrew W. (Andrew Wen-Chuan), 1989. "Long-term memory in stock market prices," Working papers 3014-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- K. Ivanova & M. Ausloos, 2001. "False EUR exchange rates vs. DKK, CHF, JPY and USD. What is a strong currency?," Papers cond-mat/0103033, arXiv.org.
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