Long-term memory in stock market prices
Year of publication: |
1991
|
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Authors: | Lo, Andrew W. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 59.1991, 5, p. 1279-1313
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Subject: | Simulation | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Kapitaleinkommen | Capital income | USA | United States | 1962-1987 |
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