Browsing Management Letters/Cuadernos de Gestión by Author "Bhattacharya, Mousumi"

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      Long memory in return structures from developed markets 

      Bhattacharya, Sharad Nath; Bhattacharya, Mousumi (Instituto de Economía Aplicada a la Empresa de la Universidad del País Vasco, 2013)
      [En]The present study aimed at investigating the existence of long memory properties in ten developed stock markets across the globe. When return series exhibit long memory, the series realizations are not independent over ...