Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange
Year of publication: |
2001
|
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Authors: | Panas, Epameinōndas E. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 11.2001, 4, p. 395-402
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Griechenland | Greece | ARMA-Modell | ARMA model |
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