Existence of Long Memory in Tehran Stock Exchange Indexes and its Impact on the Weak Form of Efficient Market Hypothesis (EMH)
When there is a high correlation between observations of the past and far future and their relationship is not negligible, the time series under study is characterized by long memory. The presence of long memory in a time series has many potential applications in various fields of finance. In this s...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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Alzahra University
2014-05-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_976_1d3361f27e8417414ba114658ad9a2c1.pdf |