Work

Long-term dependence in stock returns

Year: 1996

Type: article

Source: Economics Letters

DOI: 10.1016/s0165-1765(96)00935-4

Authors: John T. Barkoulas, Christopher F. Baum

Institution: Boston College

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1972024464

FWCI: 7.269

Cites: 22

Cited by: 182

Related to: 10