A probabilistic model on the long memory property in stock market

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)1-20
Number of pages20
JournalInternaional conference 2008 in Okayama, Rising Economies and Regional Cooperation in the East Asia and Europe
Publication statusPublished - 2008

Cite this

@article{a7982d18ab7e4a7f8908d179c4127c77,
title = "A probabilistic model on the long memory property in stock market",
author = "Joushin Murai",
year = "2008",
language = "English",
pages = "1--20",
journal = "Internaional conference 2008 in Okayama, Rising Economies and Regional Cooperation in the East Asia and Europe",

}

TY - JOUR

T1 - A probabilistic model on the long memory property in stock market

AU - Murai, Joushin

PY - 2008

Y1 - 2008

M3 - Article

SP - 1

EP - 20

JO - Internaional conference 2008 in Okayama, Rising Economies and Regional Cooperation in the East Asia and Europe

JF - Internaional conference 2008 in Okayama, Rising Economies and Regional Cooperation in the East Asia and Europe

ER -