Stock prices' long memory in China and the United States
Year of publication: |
2022
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Authors: | Tan, Zhengxun ; Fu, Yao ; Cheng, Hong ; Liu, Juan |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 17.2022, 5, p. 1292-1314
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Subject: | Long memory | Structural break | The efficient market hypothesis | USA | United States | Effizienzmarkthypothese | Efficient market hypothesis | Strukturbruch | China | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Kointegration | Cointegration |
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