Long-term memory in stock market returns
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Shibley Sadique; Param Silvapulle
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Article
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2001
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John Wiley and Sons
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English
β 87 KB
π 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