Long-run and Cyclical Dynamics in the US Stock Market
Year of publication: |
2004-05
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Stock market | Fractional cycles | Long memory | Gegenbauer processes |
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