E: DECISIONS, PREDICTIONS AND STATISTICS - Real and spurious long-memory properties of stock market data - Ee:230
Year of publication: |
1999
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Authors: | Lobato, I.N. ; Savin, N.E. |
Published in: |
Operations research, Management science : OR MS ; the international literature digest. - Davenport, Iowa : Executive Sciences Institute, ISSN 0030-3658, ZDB-ID 207381x. - Vol. 39.1999, 1, p. 83-84
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