This paper studies the long memory in daily and weekly stock index returns and volatility of 28 countries and regions with modified R/S and V/S analysis methods.

• 本文运用修正R/S分析和V/S分析两种方法对世界上28个国家（地区）的股票指数的日、周收益序列和日、周收益波动序列进行了完整的长记忆性研究。