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Modelling stock market data in China: Crisis and Coronavirus

Global financial markets experienced distinct collapses during the global financial crisis in 2008 and the COVID-19 pandemic in 2020, and similarity in the underlying nature is still a hot topic to be investigated. This paper investigates their degree of persistence in order to detect whether the sh...

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Detalles Bibliográficos
Autores principales: Cristofaro, Lorenzo, Gil-Alana, Luis A., Chen, Zhongfei, Wanke, Peter
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9760399/
https://www.ncbi.nlm.nih.gov/pubmed/36568729
http://dx.doi.org/10.1016/j.frl.2020.101865