Long memory in the Greek stock market
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/096031000331815
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1. BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
2. Chaos in an emerging capital market? The case of the Athens Stock Exchange
3. TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION
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