Real and spurious long-memory properties of stock-market data
Year of publication: |
1998
|
---|---|
Authors: | Lobato, Ignacio N. |
Other Persons: | Savin, N. Eugene (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 16.1998, 3, p. 261-268
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Aggregation | Schätzung | Estimation | Aktienindex | Stock index | USA | United States | 1962-1994 |
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