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person:"Kapetanios, George"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lobato, Ignacio N."
~person:"Lütkepohl, Helmut"
~subject:"United States"
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Kapetanios, George
Lobato, Ignacio N.
Lütkepohl, Helmut
Franses, Philip Hans
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Long memory in stock-market trading volume
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 410-427
Persistent link: https://www.econbiz.de/10001521494
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Real and spurious long-memory properties of stock-market data
Lobato, Ignacio N.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 261-268
Persistent link: https://www.econbiz.de/10001246513
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