TESTING THE RANDOM WALK HYPOTHESIS AND THE LONG MEMORY FOR THE ROMANIAN CAPITAL MARKET
Year of publication: |
2013
|
---|---|
Authors: | Mihuţ, Ioana Sorina ; Lutas, Mihaela ; Pece, Andreea |
Published in: |
Theoretical and Applied Economics. - Asociaţia Generalā a Economiştilor din România - AGER. - Vol. 3(580)(supplement).2013, 3(580)(supplement), p. 357-372
|
Publisher: |
Asociaţia Generalā a Economiştilor din România - AGER |
Subject: | random walk | long memory | ARFIMA model |
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