Long-term memory in stock market prices
By: Andrew W. Lo.
Series: NBER working paper series -- working paper no. 2984; Working paper series (National Bureau of Economic Research) -- working paper no. 2984.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Stock price indexes.; Economics -- Statistical methods.; Time-series analysis -- Evaluation.
Notes: "May 1989."

Includes bibliographical references (p. 28-31).

Binghamton University Libraries' copy bound with: Why haven't debtor countries formed a cartel?