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Journal Article

[Real and Spurious Long-Memory Properties of Stock-Market Data]: Comment

Clive W. J. Granger
Journal of Business & Economic Statistics
Vol. 16, No. 3 (Jul., 1998), pp. 268-269
DOI: 10.2307/1392498
Stable URL: http://www.jstor.org/stable/1392498
Page Count: 2

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