Long memory and nonlinearity in stock markets
Year of publication: |
2008
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Authors: | Bond, Derek ; Dyson, Kenneth A. |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 1/3, p. 45-48
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Subject: | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Volatilität | Volatility |
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