Are stock returns long term dependent? : Some empirical evidence
Year of publication: |
1995
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Authors: | Jacobsen, Ben |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 5.1995, 2/3, p. 37-52
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Subject: | Kapitaleinkommen | Capital income | Aktienindex | Stock index | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Niederlande | Netherlands | Deutschland | Germany | Großbritannien | United Kingdom | Italien | Italy | Frankreich | France | USA | United States | Japan |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of international financial markets, institutions & money |
Source: | ECONIS - Online Catalogue of the ZBW |
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