A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market

Caporale, Guglielmo MariaGil-Alana, Luis Alberiko2026-01-282026-01-282024-11Caporale, G M & Gil-Alana, L A 2024, 'A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market', Mathematics, vol. 12, no. 22, 3487. https://doi.org/10.3390/math122234872227-7390unpaywall: 10.3390/math12223487https://hdl.handle.net/10641/7652Publisher Copyright: © 2024 by the authors.1531957enghttp://creativecommons.org/licenses/by-nc-nd/4.0/S&P 500fractional integrationmultiple cyclesstock market indicesComputer Science (miscellaneous)General MathematicsEngineering (miscellaneous)YesyesA Long-Memory Model for Multiple Cycles with an Application to the US Stock Marketjournal articleopen access10.3390/math12223487https://www.scopus.com/pages/publications/85210627853https://www.scopus.com/pages/publications/85210627853#tab=citedBy