Long memory in futures prices

Financial Review

Volumn 34, Issue 1, 1999, Pages 91-100

  Barkoulas, John T ^a   Labys, Walter C ^b   Onochie, Joseph I ^c  

^a LOUISIANA TECH UNIVERSITY   (United States)

^b WEST VIRGINIA UNIVERSITY   (United States)

^c CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Fractal dynamics; Long memory; Market efficiency; Spectral regression

Indexed keywords

EID: 0010623468     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1999.tb00446.x     Document Type: Article

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