Long range dependence in stock market returns

Applied Financial Economics

Volumn 16, Issue 18, 2006, Pages 1331-1338

  Christodoulou Volos, Christos ^a   Siokis, Fotios M ^b  

^a CYPRUS COLLEGE   (Cyprus)

^b UNIVERSITY OF MACEDONIA   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; RETURNS TO SCALE; STOCK MARKET;

EID: 36248974653     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100600829519     Document Type: Article

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