Long memory in return structures from developed markets.
| Authors: | Bhattacharya, Sharad Nath ; Bhattacharya, Mousumi |
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| Published in: |
Cuadernos de Gestión. - Instituto de Economía Aplicada a la Empresa. - Vol. OF, 13
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| Publisher: |
Instituto de Economía Aplicada a la Empresa |
| Subject: | Long memory | Rescaled range | Fractional integration | Spectral regression |
| Extent: | application/pdf |
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| Type of publication: | Article |
| Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10010604152