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| Author: | Virén, M. |
| Title: | Analysing long memory and asymmetries |
| Journal: | The European Journal of Finance
2000 : JUN, VOL. 6:2, p. 240-258 |
| Index terms: | Finland Financial forecasting Time series Mathematical models Asymmetric information |
| Language: | eng |
| Abstract: | The paper presents evidence on nonlinearities in Finnish financial time series. The analysis concentrates on the so-called long-memory property, which is examined using various alternative test procedures. The results give some evidence on long memory but one cannot say that the results would overwhelmingly support the existence of long memory in Finnish time series. |
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