Real and Spurious Long-Memory Properties of Stock-Market Data: Reply.
| Year of publication: |
1998
|
|---|---|
| Authors: | Lobato, Ignacio N ; Savin, N E |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 16.1998, 3, p. 280-83
|
| Publisher: |
American Statistical Association |