The long memory effect in ASEAN-6 stock markets from 2006 to 2022: A rescaled range analysis
This paper aimed to determine whether long memory, persistence, and nonperiodic cycles are present in the ASEAN-6 stock markets from 2006 to 2022. The logarithmic daily returns of each country are divided into three periods: (1) Pre-GFC to GFC, (2) Post-GFC to Pre-COVID, and (3) COVID and U.S. infla...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2023
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etdb_finman/78 https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1068/viewcontent/The_Long_Memory_Effect_in_ASEAN_6_Stock_Markets_From_2006_to_2022.pdf |
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| Institution: | De La Salle University |
| Language: | English |