Work

A search for long memory in international stock market returns

Year: 1995

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/0261-5606(95)93616-u

Authors: Yin-Wong Cheung, Kon S. Lai

Institutions: City University of Hong Kong, University of California, Santa Cruz, California State University Los Angeles

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: W2075280911

FWCI: 11.7

Cites: 43

Cited by: 236

Related to: 10