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Short and long memory in stock returns data

โœ Scribed by John Goddard; Enrico Onali


Book ID
116423488
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
213 KB
Volume
117
Category
Article
ISSN
0165-1765

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Long-term memory in stock market returns
โœ Shibley Sadique; Param Silvapulle ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 87 KB ๐Ÿ‘ 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