주식 가격변화의 장기기억 속성 존재 및 영향요인에 대한 실증연구
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주식 가격변화의 장기기억 속성 존재 및 영향요인에 대한 실증연구' 의 참고문헌
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한국주식시장의 장기기억상관성: DFA방법을 중심으로
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한국주가지수 수익률의 변동특성에 관한 연구 R/S분석을 중심으로
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주식가격의 장기적 종속성에 관한 연구: 한국 주식시장에서의 실증분석
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주식 수익률의 카오스적 특성에 관한 실증연구
장경천
Asia-Pacific Journal of Financial Studies 30 99-130
[2002]
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우리나라 주식수익률에 있어서의 장기적 기억에 관한 연구
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Varities of long memory models
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The Estimation and Application of Long Memory Time Series Models Journal of Time Series Analysis
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Stock market prices and long-range dependence
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Statistical Properties of the Returns of Stock Prices of International Markets
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Scaling and memory in volatility return intervals in financial markets
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Ranking Efficiency for Emerging Equity Market
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Possible causes of long-range dependence in the Brazilian stock market
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On the long memory properties of emerging capital markets:evidence from Istanbul stock exchange
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Mosaic organization of DNA nucleotides
Peng
buldyrev 1685-1694
[1994]
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Long-term memory in stock market prices
Lo
eco metrica 59 1279-1313
[1991]
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Long-term Storage Capacity of Reservoirs Transactions of the American Socity of Civil Engineering
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Long-term Memories of Developed and Emerging Markets:using the Scaling Analysis to Characterize their Stage of Development
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Long term dependence in stock returns
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Long memory processes and fractional integration in econometrics
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Long memory in the Greek stock market
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Long memory and outliers in stock market returns
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Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity
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Estimating long-range dependence : finite sample properties confidence intervals
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Empirical Evidence of Long-memory Correlation in Stock Return
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Another look at long memory in common stock returns
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An Introduction to Long Memory Time Series Models and Fractional Differencing Journal of Time Series Analysis
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ARCH modeling in finance a review of the theory and empirical evidence Journal of Econometrics
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A Review of Theory and Empirical Work Journal of Finance
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주식 가격변화의 장기기억 속성 존재 및 영향요인에 대한 실증연구'
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