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Much ado about nothing: Long-term memory in Pacific Rim equity markets

International Review of Financial Analysis, 8(2): 139--151, 1999.
Authors: John S. Howe and Deryl W. Martin and Bob G. Wood
URL: http://www.sciencedirect.com/science/article/B6W4W-3YCN3GN-3/1/596ed18698e853f83ef66c0ba7c6edf8
Tags: Chaos
| URL | BibTeX  
@article{Howe1999,
title = {Much ado about nothing: Long-term memory in Pacific Rim equity markets},
author = {John S. Howe and Deryl W. Martin and Bob G. Wood},
journal = {International Review of Financial Analysis},
month = {Jun},
number = {2},
pages = {139--151},
url = {http://www.sciencedirect.com/science/article/B6W4W-3YCN3GN-3/1/596ed18698e853f83ef66c0ba7c6edf8},
volume = {8},
year = {1999},
keywords = {Chaos }
}