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Long-range dependence in the conditional variance of stock returns
Crato, Nuno; Lima, Pedro J. F. de - In: Economics Letters 45 (1994) 3, pp. 281-285
Persistent link: https://www.econbiz.de/10005288019
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Fractional integration analysis of long-run behavior for US macroeconomic time series
Crato, Nuno; Rothman, Philip - In: Economics Letters 45 (1994) 3, pp. 287-291
Persistent link: https://www.econbiz.de/10005297044