Testing for Long Memory in the Feedback Mechanism in the...

Testing for Long Memory in the Feedback Mechanism in the Futures Markets

Antonios Antoniou, Gregory Koutmos, Gioia Pescetto
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Volume:
3
Year:
2011
Language:
english
Pages:
13
DOI:
10.1002/rbf.16
File:
PDF, 132 KB
english, 2011
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