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Local and global price memory of international stock markets

Journal of International Financial Markets, Institutions and Money, 9(2): 129--147, 1999.
Authors: Johan Knif and Seppo Pynn{\"o}nen
URL: http://www.sciencedirect.com/science/article/B6VGT-3W37N4Y-2/1/baa3660376ae92cf12a6ec05ae5f0e7c
Tags: Short-term dynamics
| URL | BibTeX  
@article{Knif1999,
title = {Local and global price memory of international stock markets},
author = {Johan Knif and Seppo Pynn{\"o}nen},
journal = {Journal of International Financial Markets, Institutions and Money},
month = {Apr},
number = {2},
pages = {129--147},
url = {http://www.sciencedirect.com/science/article/B6VGT-3W37N4Y-2/1/baa3660376ae92cf12a6ec05ae5f0e7c},
volume = {9},
year = {1999},
keywords = {Short-term dynamics }
}