TARU PUBLICATIONS
Author

Chin Zi Yi

Department of Mathematics, School of Mathematics and Physics, Xiamen University Malaysia, Sepang, Selangor Darul Ehsan, 43900, Malaysia

Published papers
1
Citations
0
Views
268
Downloads
164

Publications

1 paper
Open Access Research Article·pp. 151–166·Vol. 29, Issue 2Feb 2026

The computation of time-varying long memory Hurst parameter for global stock markets 

Chin Zi Yi, Yuan Yeping, Chin Wen Cheong, Lim Min

Published Online: 13 Oct 2025DOI: 10.47974/JSMS-1487

In this paper: This research paper focuses on examining the behaviour of stock markets and investigating whether global stocks exhibit the property of long memory. Several methodologies, such as aggregated variance,...

AbstractReferencesFull Text PDF (1.8 MB)Views: 268Downloads: 164Citations: 0