𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Long Memory in Inflation Rates: International Evidence

✍ Scribed by Uwe Hassler and Jürgen Wolters


Book ID
120606977
Publisher
American Statistical Association
Year
1995
Tongue
English
Weight
383 KB
Volume
13
Category
Article
ISSN
0735-0015

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Evidence of long memory in short-term in
✍ Nigel Meade; Margaret R. Maier 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 129 KB 👁 2 views

## Abstract The issues of non‐stationarity and long memory of real interest rates are examined here. Autoregressive models allowing short‐term mean reversion are compared with fractional integration models in terms of their ability to explain the behaviour of the data and to forecast out‐of‐sample.

Long-term memory in stock market returns
✍ Shibley Sadique; Param Silvapulle 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 87 KB 👁 2 views

## Abstract A lot of recent work has addressed the issue of the presence of long memory components in stock prices because of the controversial implications of such a finding for market efficiency and for martingale models of asset prices used in financial economics and technical trading rules used