Long-range dependence in the international diamond market
Year of publication: |
2012
|
---|---|
Authors: | Chong, Terence T.L. ; Lu, Chenxi ; Chan, Wing Hong |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 116.2012, 3, p. 401-403
|
Publisher: |
Elsevier |
Subject: | Long memory | Modified R/S statistic | Diamond market |
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