Work

Time-varying long term memory in the European Union stock markets

Year: 2015

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2015.05.034

Authors: Ahmet Sensoy, Benjamin M. Tabak

Institutions: Borsa Istanbul (Turkey), Conselho Nacional de Desenvolvimento Científico e Tecnológico, Universidade Católica de Brasília

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W307600067

FWCI: 12.76

Cites: 79

Cited by: 70

Related to: 10