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Persistence and long run co-movements across stock market prices.

dc.contributor.authorGil Alana, Luis A. 
dc.contributor.authorInfante, Juan
dc.contributor.authorMartín Valmayor, Miguel Ángel 
dc.date.accessioned2023-06-12T11:01:11Z
dc.date.available2023-06-12T11:01:11Z
dc.date.issued2022
dc.identifier.issn1062-9769spa
dc.identifier.urihttps://hdl.handle.net/10641/3401
dc.language.isoengspa
dc.publisherThe Quarterly Review of Economics and Financespa
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.subjectStock market pricesspa
dc.subjectFractional integrationspa
dc.subjectCo-movementsspa
dc.subjectMean reversionspa
dc.subjectLong memoryspa
dc.titlePersistence and long run co-movements across stock market prices.spa
dc.typearticlespa
dc.description.versionpost-printspa
dc.rights.accessRightsopenAccessspa
dc.description.extent1696 KBspa
dc.identifier.doi10.1016/j.qref.2022.10.001spa
dc.relation.publisherversionhttps://www.sciencedirect.com/science/article/pii/S1062976922001144spa


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Atribución-NoComercial-SinDerivadas 3.0 España
Except where otherwise noted, this item's license is described as Atribución-NoComercial-SinDerivadas 3.0 España