Short and long run dependence in Swedish stock return
1996 (English)Report (Other scientific)
The behaviour of Swedish stock returns over short and long run horizons is analysed. Using monthly data from 1919 to 1995 and, weekly and daily data for the 1980s and first part of the 1990s we hardly found any evidence of long run depend-ence. Using thre
Place, publisher, year, edition, pages
Uppsala: Department of Economics, Uppsala University , 1996.
, Working paper / Department of Economics, Uppsala University, 1996:19
Aktier Obligationer Sverige; Börsväsen; Aktieutdelning -- Sverige
IdentifiersURN: urn:nbn:se:uu:diva-45573OAI: oai:DiVA.org:uu-45573DiVA: diva2:73481