Long-term dependence in stock returns

Author:

Barkoulas John T.,Baum Christopher F.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference17 articles.

1. Are there long cycles in common stock returns?;Aydogan;Southern Economic Journal,1988

2. A search for long memory in international stock market returns;Cheung;Journal of International Money and Finance,1995

3. Are there long cycles in foreign stock returns?;Cheung;Journal of International Financial Markets, Institutions and Money,1993

4. Long-term and short-term price memory in the stock market;Chow;Economics Letters,1995

5. The estimation and application of long memory time series models;Geweke;Journal of Time Series Analysis,1983

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