Long-Term Dependence Characteristics of European Stock Indices
Year of publication: |
2004-09-18
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Authors: | LOS, CORNELIS A. ; LIPKA, JOANNA M. |
Institutions: | EconWPA |
Subject: | Long-Term Dependence | European Stock Indices |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf. Los, Cornelis A. and Lipka, Joanna M., 'Long-Term Dependence Characteristics of European Stock Indices' (March 2003). Kent State University Department of Finance Working Paper. |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997
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Long-Term Dependence Characteristics of European Stock Indices
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