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Long-Term Memory in Stock Market Prices

Andrew W. Lo
DOI: 10.2307/2938368
Econometrica

Data up to Jan 2025

Published1991
Citations1,590
References0
Fields
EconomicsGeographyPhysicsMonetary economicsFinancial economicsEconometrics

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Long-Term Memory in Stock Market Prices (1991) – Econometrica | Metascience Observatory Explorer