Is market fear persistent? A long-memory analysis

  1. Caporale, G.M.
  2. Gil-Alana, L.
  3. Plastun, A.
Journal:
Finance Research Letters

ISSN: 1544-6123

Year of publication: 2018

Volume: 27

Pages: 140-147

Type: Article

DOI: 10.1016/J.FRL.2018.02.007 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus