Published October 1, 2020
| Version Accepted Version
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Long memory and fractality among global equity markets: a multivariate wavelet approach
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This is a post-peer-review, pre-copyedit version of an article published in 'Journal of Quantitative Economics'. The final authenticated version is available online at: https://doi.org/10.1007/s40953-020-00220-0. The following terms of use apply: https://www.springer.com/gp/open-access/publication-policies/aam-terms-of-use.
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