A search for long memory in international stock market returns
作者： Yin-Wong Cheung , Kon S. Lai
DOI: 10.1016/0261-5606(95)93616-U
关键词:
摘要: A major issue in financial economics is the behavior of stock returns over long as opposed to short horizons. This study provides empirical evidence from the perspective of long memory …
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sci-hub.se 参考文章(37)
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