Work

Long term dependence in stock returns

Year: 1996

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/s0927-5398(96)00009-6

Author: Ben Jacobsen

Institution: University of Amsterdam

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2147185987

FWCI: 5.186

Cites: 49

Cited by: 98

Related to: 10