Real and spurious long-memory properties of stock-market data
I. N. Lobato and N. E. Savin
| Year of publication: |
1998
|
|---|---|
| Authors: | Lobato, Ignacio N. |
| Other Persons: | Savin, N. Eugene (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 16.1998, 3, p. 261-268
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Aggregation | Schätzung | Estimation | Aktienindex | Stock index | USA | United States | 1962-1994 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Kommentare S. 268 - 283 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001246513