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Henry2002

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  • Creation time: Tue Oct 2 14:27:40 2014
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e series with a long span namely dividends earningsinterest rates stock prices and long-term government bond yields The results based onseveral likelihood criteria indicate that the five series exhibit fractional integration with oneor two poles in the spectrum and are quite stable over the sample period examinedJEL Classification C22 G1Keywords Fractional Integration Financial Time Series Data Tr

bura.brunel.ac.uk/bitstream/2438/8548.../2/Fulltext.pdf
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  • Creation time: Mon Apr 7 09:30:33 2014
Pages: 8
Esofficerhistory

Dunkle Sean P Moore Daniel J Callaghan Sarah Cross Lee Curry Michelle Henry2002-2003 Ron Shaw Patrick Corrigan Sean P Moore Daniel J Callaghan Gary Rundio Dick Callahan Seymour Ludwig2001-2002 Ron Shaw Randall Kinzel Sean P Moore Daniel J Callaghan Patrick Corrigan Dick Callahan Barb Slaven2000-2001 Jack Dunkle Randall Kinzel Lynn Rapp John Callahan Patrick Corrigan Barb Slaven Dick Callahan1999-

emeraldsocietyofcolumbus.org/sitebuildercontent/sitebui...icerHistory.pdf
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  • Size: 39 KB
  • Creation time: Fri Mar 20 07:50:15 2009
Pages: 8
Henry2002

ome evidenceof long memory in the squared return data which supportsRecent evidence on the presence of long memory in stock the conclusions of Ding et al 1993returns is mixed Whereas many studies nd evidence for This paper makes two main contributions First thelong horizon predictability in stock returns see Fama and paper aims to address some of the concerns regarding theFrench 1988 Porterba and

long-memory.com/return...s/Henry2002.pdf
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  • Creation time: Sat Oct 28 13:09:06 2006
Pages: 8
Ca1546

カレントアウェアネス№282.Pdf NO 282 2004 12CA1546 200020022000 NDL-OPAC11999 20001997 2 1998 1999NDL-OPAC 2000123453619972003 12 20004524NO 282 2004 12166172002 1872001819920211978222310242511 1213141525NO 282 2004 122627GHQ SCAP2820021945-4729351998 Information power36building partnerships for learning200030312 3220002003 333426NO 282 2004 1216 621 2002 87-89175 2003 49-544 2002 51-56...

current.ndl.go.jp/file...s/ca/ca1546.pdf
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  • Creation time: Thu Aug 13 11:58:53 2009