Fractional Integration in Corporate Social Responsibility Indices: A FIGARCH and HYGARCH Approach
Crossref DOI link: https://doi.org/10.18488/journal.aefr.2019.97.836.850
Published Online: 2019
Published Print: 2019
Update policy: https://doi.org/10.18488/crossmarkpolicypage.1002
Nguyen, Quynh-Trang
Diaz, John Francis
Chen, Jo-Hui
Lee, Ming-Yen