• Title of article

    Semiparametric exploration of long memory in stock prices

  • Author/Authors

    David K. C. Lee، نويسنده , , Peter M. Robinson، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    20
  • From page
    155
  • To page
    174
  • Keywords
    Semiparametric model , Long memory
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    1996
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    218014