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The impact of COVID-19 on global stock markets: early linear and non-linear evidence for Italy
The scientific community still struggles to understand the magnitude of the worldwide infections and deaths induced by COVID-19, partly ignoring the financial consequences. In this paper, using the autoregressive fractionally integrated moving average (ARFIMA)—general autoregressive conditional hete...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Japan
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8591158/ http://dx.doi.org/10.1007/s40844-021-00230-4 |