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A Long Memory Property of Stock Market Returns and a New Model | Researchclopedia

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A Long Memory Property of Stock Market Returns and a New Model

2008140 citationsBook Chapter

Authors

Topics & Keywords

Complex Systems and Time Series Analysis Stochastic processes and financial applications

Publication Details

Published in: Cambridge University Press eBooks

DOI: 10.1017/ccol052179207x.020

Field-Weighted Citation Impact: 13.53