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A search for long memory in international stock market returns

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Author Info
Cheung, Yin-Wong
Lai, Kon S.

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File URL: http://www.sciencedirect.com/science/article/B6V9S-3Y45TKB-R/2/4bcdfda0b5a466da875b81c0b0944646
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 14 (1995)
Issue (Month): 4 (August)
Pages: 597-615
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Handle: RePEc:eee:jimfin:v:14:y:1995:i:4:p:597-615

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Web page: http://www.elsevier.com/locate/inca/30443

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