Long-range dependence of time series for MSFT data of the prices of shares and returns

@article{citeulike:1086754, author = {Moklyachuk and Mikhail, P. and Zrazhevsky and Aleksey, G. }, citeulike-article-id = {1086754}, doi = {http://dx.doi.org/10.1163/156939706779801714}, issn = {0926-6364}, journal = {Random Operators and Stochastic Equations}, number = {4}, pages = {393--403}, posted-at = {}, publisher = {VSP}, title = {Long-range dependence of time series for MSFT data of the prices of shares and returns}, url = {http://dx.doi.org/10.1163/156939706779801714}, volume = {14}, year = {2006} }

TY - JOUR ID - citeulike:1086754 L3 - citeulike-article-id:1086754 IS - 4 JF - Random Operators and Stochastic Equations SN - 0926-6364 EP - 403 TI - Long-range dependence of time series for MSFT data of the prices of shares and returns PB - VSP VL - 14 SP - 393 AU - Moklyachuk AU - Mikhail, P AU - Zrazhevsky AU - Aleksey, G PY - 2006/// UR - http://dx.doi.org/10.1163/156939706779801714 ER -