Andrew W.Lo:Long-Term Memory in Stock Market Prices 2 个回复 - 1364 次查看
A test for long-run memory that is robust to short-range dependence is developed. It is a simple extension of Mandelbrot's range over standard deviation or R/S statistic, for which the relevant as ...2013-5-18 00:01 - delphy_crystal - 金融学(理论版)
Is there long-term memory in UK stock returns 2 个回复 - 900 次查看
【作者(必填)】
Terence C. Millsa
【文题(必填)】
Is there long-term memory in UK stock returns【年份(必填)】
1993
【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/758534941 ...2014-9-12 12:24 - qijiongli - 求助成功区