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  Long Memory in Stock Returns: A Study of Emerging Markets

  Writer : Bhattacharya، Sharad Nath ؛ Bhattacharya، Mousumi ؛

  Journal:Iranian Journal Of Management Studies»JULY 2012, Volume 5 - Number 2 Ranking Science-Research/ISC (‎22 page(s) - From 67 to 88 )

  Keywords:Long MemoryFractional IntegrationRescaled rangeSpectral regression

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