Work

Long memory and outliers in stock market returns

Year: 2003

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100210161983

Author: Jussi Tolvi

Institution: University of Turku

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1987360935

FWCI: 1.617

Cites: 19

Cited by: 63

Related to: 10