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Linkages between the center and periphery stock prices: Evidence from the vector ARFIMA model

Empirical FinanceEconomicsFinancial EconomicsInternational FinanceAsset PricingMacroeconomicsMarket TrendFinancial Time Series AnalysisFinancial EconometricsBusinessEconometricsEconomic AnalysisPeriphery Stock PricesVector Arfima ModelFinance