Long memory in stock returns: evidence from the major emerging Central European stock markets

Author: Kasman Saadet   Turgutlu Evrim   Ayhan A. Duygu  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.16, Iss.17, 2009-11, pp. : 1763-1768

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Abstract