Are frontier stock markets more inefficient than emerging stock markets?
Prakash L. Dheeriya; Erdost Torun
| Year of publication: |
2013
|
|---|---|
| Authors: | Dheeriya, Prakash L. ; Torun, Erdost |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 6.2013, 4, p. 271-284
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| Subject: | ARFIMA | autoregressive fractionally integrated moving average | FIGARCH | fractionally integrated generalised autoregressive conditional heteroscedasticity | frontier markets | emerging markets | efficiency | long memory | diversification | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010412983