Journal of Economics and Finance · 2014 · 29 citations · 42 references
EconomicsFinancial EconomicsInternational FinanceMarket TrendBusinessLong MemoryInternational Financial CrisisCrisis ManagementFinanceFinancial Crisis
42
Long-Term Memory in Stock Market Prices
Andrew W. Lo · Econometrica · 1991 · 1.7K citations
Empirical Finance, Volatility Modeling, Financial Economics +13