Gurgul, Henryk; Wojtowicz, Tomasz - In: Operations Research and Decisions 3-4 (2006), pp. 29-56
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 … answer the question of whether or not the degree of long memory is the same for the trading volume and for the return …