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Short and long memory in stock returns data

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

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Short and long memory in stock returns data. / Goddard, J.A.; Onali, E.
Yn: Economic Letters, Cyfrol 117, Rhif 1, 01.10.2012, t. 253-255.

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

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Goddard, JA & Onali, E 2012, 'Short and long memory in stock returns data', Economic Letters, cyfrol. 117, rhif 1, tt. 253-255. https://doi.org/10.1016/j.econlet.2012.05.016

APA

Goddard, J. A., & Onali, E. (2012). Short and long memory in stock returns data. Economic Letters, 117(1), 253-255. https://doi.org/10.1016/j.econlet.2012.05.016

CBE

Goddard JA, Onali E. 2012. Short and long memory in stock returns data. Economic Letters. 117(1):253-255. https://doi.org/10.1016/j.econlet.2012.05.016

MLA

Goddard, J.A. a E. Onali. "Short and long memory in stock returns data". Economic Letters. 2012, 117(1). 253-255. https://doi.org/10.1016/j.econlet.2012.05.016

VancouverVancouver

Goddard JA, Onali E. Short and long memory in stock returns data. Economic Letters. 2012 Hyd 1;117(1):253-255. doi: 10.1016/j.econlet.2012.05.016

Author

Goddard, J.A. ; Onali, E. / Short and long memory in stock returns data. Yn: Economic Letters. 2012 ; Cyfrol 117, Rhif 1. tt. 253-255.

RIS

TY - JOUR

T1 - Short and long memory in stock returns data

AU - Goddard, J.A.

AU - Onali, E.

PY - 2012/10/1

Y1 - 2012/10/1

N2 - The properties of an iterative procedure for the estimation of the parameters of an ARFIMA process are investigated in a Monte Carlo study. The estimation procedure is applied to stock returns data for 15 countries.

AB - The properties of an iterative procedure for the estimation of the parameters of an ARFIMA process are investigated in a Monte Carlo study. The estimation procedure is applied to stock returns data for 15 countries.

U2 - 10.1016/j.econlet.2012.05.016

DO - 10.1016/j.econlet.2012.05.016

M3 - Article

VL - 117

SP - 253

EP - 255

JO - Economic Letters

JF - Economic Letters

SN - 0165-1765

IS - 1

ER -