Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis

Economic Modelling

Volumn 31, Issue 1, 2013, Pages 265-275

  Lin, Xiaoqiang ^a   Fei, Fangyu ^b  

^a Shanghai Jiao Tong University   (China)

^b Shanghai Jiao Tong University   (China)

Author keywords

DFA analysis; GARCH class models; Long memory; R S analysis; SPA

Indexed keywords

EID: 84871746440     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2012.11.037     Document Type: Article

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