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Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S., (2015)
A non-random walk down Wall Street
Lo, Andrew W., (2002)
[Rezension von: Lo, Andrew W., ...,, A non-random walk down Wall Street]
Tzavalis, Elias, (2002)
Long-term memory in stock market prices
Lo, Andrew W., (1989)
Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W., (1986)
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W., (1997)