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

Authors
ROBINSON PM
Citation
Pm. Robinson, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT, Journal of business & economic statistics, 16(3), 1998, pp. 276-279
Citations number
13
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
276 - 279
Database
ISI
SICI code
0735-0015(1998)16:3<276:RASLPO>2.0.ZU;2-4