Long Term Dependence in Stock Returns
Year of publication: |
1996-01-01
|
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Authors: | Baum, Christopher F. ; Barkoulas, John |
Institutions: | Department of Economics, Boston College |
Subject: | stock returns | long memory | fractal dynamics | spectral regression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | published, Economics Letters, 53:3, 253-259. The text is part of a series Boston College Working Papers in Economics Number 314. 12 pages |
Classification: | G12 - Asset Pricing ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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