Are stock returns persistent? : study on Asian stock exchanges
Monika Chopra, Rupish Saldi
| Year of publication: |
2019
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|---|---|
| Authors: | Chopra, Monika ; Saldi, Rupish |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6447, ZDB-ID 2416800-2. - Vol. 9.2019, 2, p. 141-166
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| Subject: | persistence | long memory | GPH | ARFIMA | Asian exchanges | structural break JEL classification E44 | G10 | Asien | Asia | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Börse | Bourse | Aktienmarkt | Stock market | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2018.10016035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012041976