Paul Eitelman

Federal Reserve Board

Sr. Research Assistant

20th Street and Constitution Avenue NW

Washington , DC 20551

United States

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Scholarly Papers (1)

1.

A Non-Random Walk Revisited: Short- and Long-Term Memory in Asset Prices

Number of pages: 51 Posted: 08 Dec 2008
Paul Eitelman and Justin Vitanza
Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 147 (255,653)

Abstract:

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random walk, long-range dependence, equities, commodities, exchange rates