MEMORY OF STOCK RETURNS: EVIDENCE FORM NATIONAL STOCK EXCHANGE OF INDIA
Journal Title: PARIPEX-Indian Journal of Research - Year 2019, Vol 8, Issue 3
Abstract
Researchers have used different methods to detect the long-term dependence so cold long memory in stock market returns. The conducted study we investigate the behaviors of long-range dependence phenomena of Indian stock by employment of Rescaled Range Analysis (R/S). In this study we find that all of the examined stock time series long memory was detected
Authors and Affiliations
Rafa³ Antosiewicz
Keywords
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