Short and long memory in stock returns data

Economics Letters

Volumn 117, Issue 1, 2012, Pages 253-255

  Goddard, John ^a   Onali, Enrico ^a  

^a BANGOR UNIVERSITY   (United Kingdom)

Author keywords

Fractional integration; Long memory; Monte Carlo study; Stock returns

Indexed keywords

EID: 84861966013     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2012.05.016     Document Type: Article

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