Volume : VIII, Issue : III, March - 2019

Memory of stock returns: evidence form National Stock Exchange of India

Rafal Antosiewicz

Abstract :

Researchers have used different methods to detect the long–term dependence so cold “long memory” in stock market returns. The conducted study we investigate the behaviors of long–range dependence phenomena of Indian stock by employment of Rescaled Range Analysis (R/S). In this study we find that all of the examined stock time series long memory was detected

Keywords :

Time Series   Stock   Long memory  

Article: Download PDF    DOI : https://www.doi.org/10.36106/paripex  

Cite This Article:

MEMORY OF STOCK RETURNS: EVIDENCE FORM NATIONAL STOCK EXCHANGE OF INDIA, Rafal Antosiewicz PARIPEX - INDIAN JOURNAL OF RESEARCH : Volume-8 | Issue-3 | March-2019


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