A long memory property of stock market returns and a new model
| Year of publication: |
1993
|
|---|---|
| Authors: | Ding, Zhuanxin ; Granger, Clive W. J. ; Engle, Robert F. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 1.1993, 1, p. 83-106
|
| Publisher: |
Elsevier |