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Volumn 4, Issue 4, 1997, Pages 373-401

Another look at long memory in common stock returns

Author keywords

Common stock returns; Long memory; Moment condition failure; Rescaled range test; Survivorship bias

Indexed keywords


EID: 0031537357     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(96)00016-3     Document Type: Article
Times cited : (65)

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