Semiparametric exploration of long memory in stock prices

Lee, David K C; and Robinson, Peter (1996) Semiparametric exploration of long memory in stock prices. Journal of Statistical Planning and Inference, 50 (2). pp. 155-174. ISSN 0378-3758
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Item Type Article
Departments LSE
DOI 10.1016/0378-3758(95)00051-8
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1429

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