Semiparametric exploration of long memory in stock prices

Journal of Statistical Planning and Inference

Volumn 50, Issue 2, 1996, Pages 155-174

  Lee, David K C ^a   Robinson, Peter M ^b  

^a Asia Insurance Building   (Singapore)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Long memory; Semiparametric model

Indexed keywords

EID: 0030094583     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-3758(95)00051-8     Document Type: Article

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