A wavelet based investigation of long memory in stock returns

Author:

Tan Pei P.,Galagedera Don U.A.,Maharaj Elizabeth A.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference59 articles.

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1. The long-term memory of stock markets: unveiling patterns and predictability;International Journal of Research in Business and Social Science (2147- 4478);2024-06-11

2. Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks;India Studies in Business and Economics;2022

3. Examination of Long Memory in Indian Stock Market: A Sectoral Juxtaposition;FIIB Business Review;2021-09-22

4. New technical indicators and stock returns predictability;International Review of Economics & Finance;2021-01

5. Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach;Journal of Quantitative Economics;2020-10-16

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