Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis
Year of publication: |
2013
|
---|---|
Authors: | Lin, Xiaoqiang ; Fei, Fangyu |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 31.2013, C, p. 265-275
|
Publisher: |
Elsevier |
Subject: | GARCH-class models | DFA analysis | R/S analysis | Long memory | SPA |
-
Long memory revisit in Chinese stock markets : based on GARCH-class models and multiscale analysis
Lin, Xiaoqiang, (2013)
-
Arouri, Mohamed, (2012)
-
Aloui, Chaker, (2015)
- More ...
-
Long memory revisit in Chinese stock markets : based on GARCH-class models and multiscale analysis
Lin, Xiaoqiang, (2013)
-
Lin, Xiaoqiang, (2013)
-
Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis
Lin, Xiaoqiang, (2013)
- More ...