𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Long-term dependence in common stock returns

✍ Scribed by Myron T. Greene; Bruce D. Fielitz

Book ID
116126472
Publisher
Elsevier Science
Year
1977
Tongue
English
Weight
721 KB
Volume
4
Category
Article
ISSN
0304-405X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Long-term dependence in stock returns
Long-term dependence in stock returns
✍ John T. Barkoulas; Christopher F. Baum πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 636 KB
Long-term memory in stock market returns
Long-term memory in stock market returns: international evidence
✍ Shibley Sadique; Param Silvapulle πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 87 KB πŸ‘ 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

Nonlinear dependence in Finnish stock re
Nonlinear dependence in Finnish stock returns
✍ G.Geoffrey Booth; Teppo Martikainen; Salil K. Sarkar; Ilkka Virtanen; Paavo Yli- πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 920 KB