Browsing by Subject R/S analysis
Showing results 2 to 5 of 5
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Issue Date | Title | Author(s) |
---|---|---|
3-Apr-2019 | Long memory and data frequency in financial markets | Caporale, GM; Gil-Alana, L; Plastun, A |
7-May-2022 | Persistence in ESG and conventional stock market indices | Caporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I |
15-Jan-2024 | Persistence in high frequency financial data: the case of the Eurostoxx 50 futures prices | Caporale, GM; Plastun, A |
26-Dec-2022 | Persistence in the passion investment market | Caporale, GM; Gil-Alana, LA; Alex, P |