Gurgul, Henryk; Wojtowicz, Tomasz - In: Operations Research and Decisions 3-4 (2006), pp. 29-56
have the same long-memory parameters for most of the equities. This common long memory of both series is especially …In this paper, the authors explain the notion of long memory and report their results concerned with the long memory …) of American companies listed in DJIA index. The contributors focus on calculation of long memory parameters and try to …