Long term dependence in stock returns
Year of publication: |
1996
|
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Authors: | Jacobsen, Ben |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 3.1996, 4, p. 393-417
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Subject: | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Niederlande | Netherlands | Großbritannien | United Kingdom | Italien | Italy | Frankreich | France | USA | United States |
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