Is market fear persistent? A long-memory analysis

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

ISSN: 1544-6123

Année de publication: 2018

Volumen: 27

Pages: 140-147

Type: Article

DOI: 10.1016/J.FRL.2018.02.007 GOOGLE SCHOLAR lock_openAccès ouvert editor