Search
Toggle theme
Menu
Back
Home
Publications
A long memory property of stock market returns and a new model
Public
More options
A long memory property of stock market returns and a new model
N
Shared by
NobleBlocks
on Jun 1, 1993 • 12:00 AM UTC
Authors:
Zhuanxin Ding
,
Clive W. J. Granger
,
Robert F. Engle
Download PDF
Share
Summary
Sum
PDF
Figures
Figs
Discrepancies
Disc
EDDII
Article
Art
Subject
Absolute return
Heteroscedasticity
Autocorrelation
View +5 more
Finding related papers...
Discussions
(0)
Add Comment
No comments yet
Be the first to share your thoughts!
A long memory property of stock market returns and a new model | NobleBlocks
