Modeling the persistence in expected returns

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Original language	English
Title of host publication	European Financial Management Association Annual Meetings
Publication status	Published - 2011
Event	European Financial Management Association 2011 Annual Conference - School of Economics and Management, University of Minho, Braga, Portugal, Portugal Duration: 22 Jun 2011 → 25 Jun 2011 http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/2011meetings.php

Conference	European Financial Management Association 2011 Annual Conference
Country/Territory	Portugal
City	Braga, Portugal
Period	22/06/11 → 25/06/11
Internet address	http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/2011meetings.php

Keywords

@inproceedings{854c9db269fa4f639e92d68eea95c996,

title = "Modeling the persistence in expected returns",

keywords = "persistence, Expected Returns, ARFIMA",

author = "Dooruj Rambaccussing",

year = "2011",

language = "English",

booktitle = "European Financial Management Association Annual Meetings",

note = "European Financial Management Association 2011 Annual Conference ; Conference date: 22-06-2011 Through 25-06-2011",

url = "http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/2011meetings.php",

}