A long memory property of stock market returns and a new model
Zhuanxin Ding, Clive W. J. Granger and Robert F. Engle
| Year of publication: |
1993
|
|---|---|
| Authors: | Ding, Zhuanxin |
| Other Persons: | Granger, C. W. J. (contributor) ; Engle, Robert F. (contributor) |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 1.1993, 1, p. 83-106
|
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | USA | United States | 1928-1991 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001146683