Long memory in financial markets: a heterogeneous agent model perspective Zheng, Min, Liu, Ruipeng and Li, Youwei 2018, Long memory in financial markets: a heterogeneous agent model perspective, International review of financial analysis, vol. 58, pp. 38-51, doi: 10.1016/j.irfa.2018.04.001. Attached Files Name Description MIMEType Size Downloads Title Long memory in financial markets: a heterogeneous agent model perspective Author(s) Zheng, Min Liu, Ruipeng orcid.org/0000-0003-4174-6135 Li, Youwei Journal name International review of financial analysis Volume number 58 Start page 38 End page 51 Total pages 14 Publisher Elsevier Place of publication Amsterdam, The Netherlands Publication date 2018-07 ISSN 1057-5219 Keyword(s) heterogeneity asymmetrical beliefs bounded rationality long memory modified R/S test Language eng DOI 10.1016/j.irfa.2018.04.001 Field of Research 1502 Banking, Finance And Investment HERDC Research category C1 Refereed article in a scholarly journal ERA Research output type C Journal article Copyright notice ©2018, Elsevier Inc. Persistent URL http://hdl.handle.net/10536/DRO/DU:30108499 Document type: Journal Article Collection: Department of Finance Related Links Link Description Connect to published version Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Mon, 21 May 2018, 20:06:42 EST Tue, 22 May 2018, 05:01:06 EST Sat, 02 Jun 2018, 02:32:30 EST Tue, 05 Jun 2018, 12:20:11 EST Wed, 06 Jun 2018, 06:04:10 EST Wed, 06 Jun 2018, 13:55:23 EST Wed, 06 Jun 2018, 13:57:35 EST Sat, 28 Jul 2018, 02:32:22 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 29 Abstract Views, 2 File Downloads  -  Detailed Statistics Created: Tue, 05 Jun 2018, 12:20:11 EST

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