Long memory in stock-market trading volume

Journal of Business and Economic Statistics

Volumn 18, Issue 4, 2000, Pages 410-427

  Lobato, Ignacio N ^a   Velasco, Carlos ^b  

^a INSTITUTO TECNOLÓGICO AUTÓNOMO DE MÉXICO   (Mexico)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Detrending; Long range dependence; Nonstationary processes; Semiparametric inference; Tapering; Volatility

Indexed keywords

EID: 0034414731     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2000.10524881     Document Type: Article

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