"Did long-memory of liquidity signal the European sovereign debt crisis?"

Zhuowei Sun et al. (2019)

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DOI: 10.1007/S10479-018-2850-Y

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type: Journal Article

metadata version: 2025-01-19

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Zhuowei Sun, Philip A. Hamill, Youwei Li, Y. C. Yang, Samuel A. Vigne:
Did long-memory of liquidity signal the European sovereign debt crisis? Ann. Oper. Res. 282(1-2): 355-377 (2019)

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