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~isPartOf:"Journal of empirical finance"
~person:"Caporale, Guglielmo Maria"
~person:"Engle, Robert F."
~subject:"Börsenkurs"
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Caporale, Guglielmo Maria
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Journal of empirical finance
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Cogent economics & finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
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(
1993
)
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pp. 83-106
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