Long memory in return structures from developed markets.
Year of publication: |
2013
|
---|---|
Authors: | Bhattacharya, Sharad Nath ; Bhattacharya, Mousumi |
Published in: |
Cuadernos de Gestión. - Instituto de Economía Aplicada a la Empresa. - Vol. OF.2013, 13
|
Publisher: |
Instituto de Economía Aplicada a la Empresa |
Subject: | Long memory | Rescaled range | Fractional integration | Spectral regression |
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Long memory in return structures from developed markets.
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