Real and Spurious Long-Memory Properties of Stock-Market Data

• 1 July 1998
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 16  (3) , 261
• https://doi.org/10.2307/1392497

Abstract

Keywords

• STOCK MARKET
• MEMORY PROPERTIES
• SPURIOUS LONG
• MARKET DATA
• LONG MEMORY

All Related Versions

• Version 1, RePEc (Unconfirmed version)