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Long-Range Dependence in Daily Return Stock Market Series

  • Ludwig O. Dittrich
  • Pavel Srbek
Research Note

JEL Classification

C10 G10 

Notes

Acknowledgements

Financial support was provided by the Internal Grant Agency of the Faculty of Economics and Management, Czech University of Life Sciences Prague, Kamýcká 129, 165 21, Prague 6 - Suchdol, Czech Republic (grant number 20171007).

Copyright information

© International Atlantic Economic Society 2018

Authors and Affiliations

  1. 1.Faculty of Economics and ManagementCzech University of Life Sciences PraguePrague 6 - SuchdolCzech Republic

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