A study of long term memory in stock market prices using rescaled range analysis
A. Chandra Babu, G. Arivarignan and Punithavathy Pandian
Year of publication: |
2003
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Authors: | Babu, A. Chandra ; Arivarignan, G. ; Pandian, Punithavathy |
Published in: |
Journal of quantitative economics : journal of the Indian Econometric Society. - Mumbai, ISSN 0971-1554, ZDB-ID 12351702. - Vol. 1.2003, 1, p. 134-146
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