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~isPartOf:"CESifo working papers"
~person:"Arrese Lasaosa, Isabel"
~subject:"persistence"
~type:"book"
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persistence
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Arrese Lasaosa, Isabel
Caporale, Guglielmo Maria
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The impact of the Covid-19 pandemic on persistence in the European stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Arrese …
-
2021
. Specifically, it uses fractional
integration
methods to estimate persistence at the daily, weekly and monthly frequencies in the …
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