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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...

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Detalles Bibliográficos
Autores principales:	Daglis, Theodoros, Melissaropoulos, Ioannis G., Konstantakis, Konstantinos N., Michaelides, Panayotis G.
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer Japan 2021
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8591158/ http://dx.doi.org/10.1007/s40844-021-00230-4

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