Stock market prices and long-range dependence-Reference-Cited by-同舟云学术

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Stock market prices and long-range dependence

Published:1999-01-01 Issue:1 Volume:3 Page:1-13
ISSN:0949-2984
Container-title:Finance and Stochastics
language:
Short-container-title:Finance and Stochastics

Author:

Willinger Walter,Taqqu Murad S.,Teverovsky Vadim

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s007800050049.pdf

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