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
Sets:	Collections > Economists Online
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1429/

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