Showing 1 - 10 of 18
Persistent link: https://www.econbiz.de/10012161994
Persistent link: https://www.econbiz.de/10012090501
Persistent link: https://www.econbiz.de/10011373268
Persistent link: https://www.econbiz.de/10012655661
Persistent link: https://www.econbiz.de/10012195827
Persistent link: https://www.econbiz.de/10013387625
Persistent link: https://www.econbiz.de/10013469974
Persistent link: https://www.econbiz.de/10014227312
Persistent link: https://www.econbiz.de/10014519938
A common feature of financial time series is their strong persistence. Yet, long memory may just be the spurious effect of either structural breaks or slow switching regimes. We explore the effects of spurious long memory on the elasticity of the stock market price with respect to volatility and...
Persistent link: https://www.econbiz.de/10011104695