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

Robinson, Peter (1998) 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
Sets: Collections > Economists Online
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Apr 2007
URL: http://eprints.lse.ac.uk/1347/

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