Comment on ''Real and spurious long memory properties of stock market data'' by I.G. Lobato and N.E. Savin

Robinson, Peter Comment on ''Real and spurious long memory properties of stock market data'' by I.G. Lobato and N.E. Savin. Journal of Business and Economic Statistics, 16 (3). pp. 261-283. ISSN 0735-0015
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1347

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