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