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- W2147334673 abstract "The presence of long memory in Finnish stock market return data is tested using nonparametric methods. The data set has daily returns on six indices and forty companies. Depending on the testing method used, statistically significant long memory is detected in 24% to 67% of the series. This is considerably more than what is usually found in data of this kind." @default.
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- W2147334673 title "Long memory in a small stock market" @default.
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