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

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URI: https://hdl.handle.net/10641/3401
ISSN: 1062-9769
DOI: 10.1016/j.qref.2022.10.001

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2022

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Stock market prices, Fractional integration, Co-movements, Mean reversion, Long memory

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FACULTAD DE DERECHO, EMPRESA Y GOBIERNO