Long memory revisit in Chinese stock markets : based on GARCH-class models and multiscale analysis
Year of publication: |
2013
|
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Authors: | Lin, Xiaoqiang ; Fei, Fangyu |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 265-275
|
Subject: | GARCH-class models | DFA analysis | R/S analysis | Long memory | SPA | Aktienmarkt | Stock market | China | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
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