Linkages between international stock markets: A multivariate long-memory approach
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference33 articles.
1. International stock price movements: Links and messages;von Fuerstenberg,1989
2. International transmission of stock market movements;Eun;Journal of Financial and Quantitative Analysis,1989
3. Common stochastic trends in international stock markets;Kasa;Journal of Monetary Economics,1992
4. International stock market linkages: Evidence from the pre- and post-October 1987 period;Arshanapalli;Journal of Banking &Finance,1993
5. The international transmission of stock market fluctuation between the developed markets and the Asian-Pacific markets;Cheung;Applied Financial Economics,1992
Cited by 17 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions;Chaos, Solitons & Fractals;2022-07
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. Oil Shocks and Stock Market Performance: Evidence from the Eurozone and the USA;The Economics of Digital Transformation;2021
4. Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach;Journal of Quantitative Economics;2020-10-16
5. The price of granularity and fractional finance;Risk and Decision Analysis;2016-01-14
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3