Persistence characteristics in financial prices: evidence from the portuguese stock market returns
The objective of this article is to provide additional knowledge to the discussion of long-term memory, leaning over the behavior of the main Portuguese stock index. The first four moments are calculated using time windows of increasing size and sliding time windows of fixed size equal to 50 days an...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2014
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| Texto completo: | http://hdl.handle.net/10400.22/4329 |
| País: | Portugal |
| Oai: | oai:recipp.ipp.pt:10400.22/4329 |