Is there long term memory in Uropean stock markets?
Christos Christodoulou-Volos; Fotios M. Siokis; Spyros Zikos
| Year of publication: |
2013
|
|---|---|
| Authors: | Christodoulou-Volos, Christos ; Siokis, Fotios M. ; Zikos, Spyros E. |
| Published in: |
International journal of economic research. - New Delhi : Serials Publ., ISSN 0972-9380, ZDB-ID 2467368-7. - Vol. 10.2013, 2, p. 335-348
|
| Subject: | Efficient market hypothesis | Stock returns | Fractional differencing | Full whittle maximum likelihood | Effizienzmarkthypothese | Theorie | Theory | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zeitreihenanalyse | Time series analysis |
| 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://www.econbiz.de/10010391197