Long-Memory in International Stock Market Returns

Author

Kok Fai PHOON, Singapore Management UniversityFollow
S. Ouliaris

Publication Type

Conference Paper

Publication Date

1992

Discipline

Finance and Financial Management

Research Areas

Finance

Publication

Pacific Basin Conference, July 6-8, 1992, Hong Kong

City or Country

Hong Kong

Citation

PHOON, Kok Fai and Ouliaris, S.. Long-Memory in International Stock Market Returns. (1992). Pacific Basin Conference, July 6-8, 1992, Hong Kong.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1527