Heliyon
Volume 9, Issue 4, April 2023, e15084
Research articleStock market responses to COVID-19: The behaviors of mean reversion, dependence and persistence☆
Under a Creative Commons license
open access
Keywords
Coronavirus
Stock markets
Fractional integration
Long memory
Mean reversion
Cited by (0)
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Comments from the Editor and two anonymous reviewers are gratefully acknowledged.
© 2023 The Authors. Published by Elsevier Ltd.