Title of article
Long term dependence in stock returns
Author/Authors
Ben Jacobsen، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1996
Pages
25
From page
393
To page
417
Keywords
Rescaled range statistic , Hurst exponent , Time series , Long tenn dependence , stock returns , R/S analysis
Journal title
Journal of Empirical Finance
Serial Year
1996
Journal title
Journal of Empirical Finance
Record number
130601
Link To Document