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Canadian REITs and stock prices : fractional cointegration and long memory
Assaf, Ata - In: Review of Pacific Basin financial markets and policies 9 (2006) 3, pp. 441-462
Persistent link: https://www.econbiz.de/10003380394
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Long memory in international equity markets : revisited
Assaf, Ata - In: Applied financial economics letters 4 (2008) 4/6, pp. 433-437
Persistent link: https://www.econbiz.de/10003808314
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Long memory and level shifts in REITs returns and volatility
Assaf, Ata - In: International review of financial analysis 42 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011573409
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Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures
Assaf, Ata; Kristoufek, Ladislav; Demir, Ender; Mitra, … - In: Journal of international financial markets, … 71 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012800052
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True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata; Gil-Alaña, Luis A.; Mokni, Khaled - In: Empirical economics : a quarterly journal of the … 63 (2022) 3, pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
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Multivariate long memory structure in the cryptocurrency market : the impact of COVID-19
Assaf, Ata; Bhandari, Avishek; Charif, Husni; Demir, Ender - In: International review of financial analysis 82 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013426196