Real and Spurious Long-Memory Properties of Stock-Market Data
Year of publication: |
1998
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Authors: | Lobato, I.N. ; Savin, N.E. |
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 876122x. - Vol. 16.1998, 3, p. 261-267
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