Long range dependence in daily stock returns :: Guglielmo Maria Caporale :: South Bank University, Centre for Monetary and Financial Economics 2001 :: OBNB, the Open British National Bibliography

Publication Data

Title Long range dependence in daily stock returns
Author Guglielmo Maria Caporale
Contributors Luis A. Gil-Alana, Centre for Monetary and Financial Economics
Publisher South Bank University, Centre for Monetary and Financial Economics
Publication date 2001
Publication location London
Language English

Topics

Rate of return
Stocks

Catalogue Data

OBNB ID GBA204572
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 16p.
P1042 Includes bibliographical references.

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Long range dependence in daily stock returns by Guglielmo Maria Caporale. Published by South Bank University, Centre for Monetary and Financial Economics in 2001. Publication and catalogue information, links to buy online and reader comments.