Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/17807
Title: Long memory and data frequency in financial markets
Authors: Caporale, GM
Gil-Alana, L
Plastun, A
Keywords: Persistence;Long Memory;R/S Analysis;Fractional Integration
Issue Date: 2019
Publisher: Taylor & Francis
Citation: Journal of Statistical Computation and Simulation, 2019
URI: http://bura.brunel.ac.uk/handle/2438/17807
ISSN: 1563-5163
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

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