Modeling the persistence in expected returns

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Original languageEnglish
    Title of host publicationEuropean Financial Management Association Annual Meetings
    Publication statusPublished - 2011
    EventEuropean Financial Management Association 2011 Annual Conference - School of Economics and Management, University of Minho, Braga, Portugal, Portugal
    Duration: 22 Jun 201125 Jun 2011
    http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/2011meetings.php

    Conference

    ConferenceEuropean Financial Management Association 2011 Annual Conference
    CountryPortugal
    CityBraga, Portugal
    Period22/06/1125/06/11
    Internet address

    Keywords

    • persistence
    • Expected Returns
    • ARFIMA

    Cite this

    Rambaccussing, D. (2011). Modeling the persistence in expected returns. In European Financial Management Association Annual Meetings