REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT

Authors
GRANGER CWJ
Citation
Cwj. Granger, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT, Journal of business & economic statistics, 16(3), 1998, pp. 268-269
Citations number
2
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics
Journal title
Journal of business & economic statistics → ACNP
ISSN journal
07350015
Volume
16
Issue
3
Year of publication
1998
Pages
268 - 269
Database
ISI
SICI code
0735-0015(1998)16:3<268:RASLPO>2.0.ZU;2-5