Persistence in the Bel-20 Index Returns: Spurious Long Memory Effect?

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This work is cataloged in the Scientific Portal. Officially published in EDUCATION EXCELLENCE AND INNOVATION MANAGEMENT THROUGH VISION (2019). Referenced as: "Gomes, Luis M. P.; Gama, Silvio M. A.; Matos, Jose A. O.; Soares, Vasco J. S.".

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Venue / Journal / Book EDUCATION EXCELLENCE AND INNOVATION MANAGEMENT THROUGH VISION

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Autor(es) da Instituição

L

Luís Miguel Pereira Gomes Investigador

Ciência ID: 3D1C-EBEA-6CE6

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Autores discriminados na citação da publicação:

Gomes, Luis M. P.; Gama, Silvio M. A.; Matos, Jose A. O.; Soares, Vasco J. S.

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Persistence in the Bel-20 Index Returns: Spurious Long Memory Effect?

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Bibliographic & Editorial Details

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