Linkages between international stock markets: A multivariate long-memory approach
Year of publication: |
2009
|
---|---|
Authors: | Ozdemir, Zeynel Abidin |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 388.2009, 12, p. 2461-2468
|
Publisher: |
Elsevier |
Subject: | Stock markets | VARFIMA and impulse-response function |
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