Long-Term Memory in Stock Market Prices
- 1 September 1991
- journal article
- Published by JSTOR in Econometrica
- Vol. 59 (5) , 1279
- https://doi.org/10.2307/2938368
Abstract
A test for long-run memory that is robust to short-range dependence is developed. It is an extension of the "range over standard deviation" or R/S sta...All Related Versions
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