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Technical trading can induce long-run memory in financial markets

Physica A: Statistical Mechanics and its Applications, 316(1-4): 483--495, 2002.
Authors: Jose Alvarez-Ramirez and Angel Soriano and Carlos Ibarra-Valdez and Myriam Cisneros
URL: http://www.sciencedirect.com/science/article/B6TVG-46B6W0R-8/1/bc959015fb405ee75a85c5d0960d4158
Description: Physica A
Tags: Econophysics
| URL | BibTeX  
@article{Alvarez-Ramirez2002a,
title = {Technical trading can induce long-run memory in financial markets},
author = {Jose Alvarez-Ramirez and Angel Soriano and Carlos Ibarra-Valdez and Myriam Cisneros},
day = {15},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Dec},
number = {1-4},
pages = {483--495},
url = {http://www.sciencedirect.com/science/article/B6TVG-46B6W0R-8/1/bc959015fb405ee75a85c5d0960d4158},
volume = {316},
year = {2002},
description = {Physica A},
keywords = {Econophysics }
}