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

Gil Alana, Luis A.Infante, JuanMartín Valmayor, Miguel Ángel2023-06-122023-06-1220221062-9769https://hdl.handle.net/10641/3401engAtribución-NoComercial-SinDerivadas 3.0 Españahttp://creativecommons.org/licenses/by-nc-nd/3.0/es/Stock market pricesFractional integrationCo-movementsMean reversionLong memoryPersistence and long run co-movements across stock market prices.journal articleopen access10.1016/j.qref.2022.10.001