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Results 1-4 of 4.

Year of Publication	Title	Author(s)
2019	The memory of beta factors	Becker, Janis; Hollstein, Fabian; Prokopczuk, Marcel; Sibbertsen, Philipp
2020	The long memory of equity volatility and the macroeconomy: International evidence	Dräger, Lena; Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp
2017	The long memory of equity volatility: International evidence	Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp
2017	The memory of stock return volatility: Asset pricing implications	Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp