Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009
Year of publication: |
2010
|
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Authors: | Krištoufek, Ladislav |
Published in: |
Politická ekonomie. - Vysoká Škola Ekonomická v Praze, ISSN 0032-3233. - Vol. 2010.2010, 4, p. 471-487
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | time series analysis | econophysics | long-range dependence | rescaled range | periodogram |
Extent: | text/html |
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Type of publication: | Article |
Language: | Czech |
Classification: | G1 - General Financial Markets ; G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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