Open AccessLong Memory in Trade Signs and Short Memory in Stock Prices
Author(s) -
Koji Kuroda,
Jun-ichi Maskawa,
Joshin Murai
Publication year - 2012
Publication title -
progress of theoretical physics supplement
Language(s) - English
Resource type - Journals
ISSN - 0375-9687
DOI - 10.1143/ptps.194.11
Subject(s) - long memory , stock (firearms) , fractional brownian motion , property (philosophy) , brownian motion , economics , econometrics , mathematics , statistics , engineering , volatility (finance) , mechanical engineering , philosophy , epistemology
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