Fractional dynamics in Japanese financial time series-Reference-Cited by-同舟云学术

Fractional dynamics in Japanese financial time series

Published:1998-05 Issue:1-2 Volume:6 Page:115-124
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Barkoulas John T.,Baum Christopher F.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference29 articles.

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5. Long term dependence in stock returns;Barkoulas;Economics Letters,1996

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