Long memory and nonlinearity in stock markets

Derek Bond, Kenneth Dyson

Research output: Contribution to journalArticle

1 Citation (Scopus)
LanguageEnglish
Pages45-48
JournalApplied Financial Economics Letters
Volume4
Issue number1
DOIs
Publication statusPublished - 2008

Cite this

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title = "Long memory and nonlinearity in stock markets",
author = "Derek Bond and Kenneth Dyson",
year = "2008",
doi = "10.1080/17446540701367451",
language = "English",
volume = "4",
pages = "45--48",
journal = "Applied Financial Economics Letters",
issn = "1744-6546",
number = "1",

}

Long memory and nonlinearity in stock markets. / Bond, Derek; Dyson, Kenneth.

In: Applied Financial Economics Letters, Vol. 4, No. 1, 2008, p. 45-48.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Long memory and nonlinearity in stock markets

AU - Bond, Derek

AU - Dyson, Kenneth

PY - 2008

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U2 - 10.1080/17446540701367451

DO - 10.1080/17446540701367451

M3 - Article

VL - 4

SP - 45

EP - 48

JO - Applied Financial Economics Letters

T2 - Applied Financial Economics Letters

JF - Applied Financial Economics Letters

SN - 1744-6546

IS - 1

ER -