✦ LIBER ✦

Long-term dependence in stock returns

✍ Scribed by John T. Barkoulas; Christopher F. Baum

Book ID: 117332881
Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 636 KB
Volume: 53
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(96)00935-4

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Long-term dependence in common stock ret

Long-term dependence in common stock returns

✍ Myron T. Greene; Bruce D. Fielitz 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 721 KB

Long-term dependence with asymmetric con

Long-term dependence with asymmetric conditional heteroscedasticity in stock returns

✍ Cathy W.S. Chen; Tiffany H.K. Yu 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 311 KB

Long-term memory in stock market returns

Long-term memory in stock market returns: international evidence

✍ 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

Long-range dependence in the conditional

Long-range dependence in the conditional variance of stock returns

✍ Nuno Crato; Pedro J.F de Lima 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 325 KB

Nonlinear dependence in Finnish stock re

Nonlinear dependence in Finnish stock returns

✍ G.Geoffrey Booth; Teppo Martikainen; Salil K. Sarkar; Ilkka Virtanen; Paavo Yli- 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 920 KB

Long-term memory of the returns in the C

Long-term memory of the returns in the Chinese stock indices

✍ Wan, Wei ;Zhang, Jian-Wei 📂 Article 📅 2008 🏛 Higher Education Press and Springer 🌐 English ⚖ 387 KB