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Long memory in the Portuguese stock market

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References

1991Long-Term Memory in Stock Market Prices1,743 cited
1989Long-term Memory in Stock Market Prices1,433 cited
1996Modeling volatility persistence of speculative returns: A new approach818 cited
1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
1995A search for long memory in international stock market returns236 cited
2000Long memory in the Greek stock market191 cited
1997Another look at long memory in common stock returns89 cited
2005Fractional integration in daily stock market indexes57 cited
2007Long Memory in the Turkish Stock Market Return and Volatility39 cited
2004Analysing long memory and volatility of returns in the Athens stock exchange35 cited

Cited by

2010Modelling the time‐varying volatility of equities returns in Kenya25 cited

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