Bing Yu

Kent State University

Department of Finance

Graduate School of Management and College of Bu

Kent, OH 44242

United States

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Scholarly Papers (1)

Persistence Characteristics of the Chinese Stock Markets

Number of pages: 34 Posted: 24 Aug 2005
Cornelis A. Los and Bing Yu
University of California at Irvine - The Paul Merage School of Business and Kent State University
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Long-term dependence, degrees of persistence, Hurst exponent, wavelet multiresolution analysis, Chinese equity markets

Persistence Characteristics of the Chinese Stock Markets

International Review of Financial Analysis, Vol. 17, No. 1, pp. 64-82, 2008
Posted: 02 Jun 2008
Cornelis A. Los and Bing Yu
University of California at Irvine - The Paul Merage School of Business and Kent State University

Abstract:

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Long-term dependence, degrees of persistence, Hurst exponent, wavelet multiresolution analysis, Chinese equity markets