Duration dependence and mean reversion : an attempt of identification in Tunisian stock market
Year of publication: |
2015
|
---|---|
Authors: | Bejaoui, Azza ; Karaa, Adel ; Mahat, Emna |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 1, p. 185-196
|
Subject: | Regime-Switching | Duration-Dependence | Mean-Reversion Process | Countercyclical Return Volatility | Volatilität | Volatility | Tunesien | Tunisia | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Mean Reversion | Mean reversion | Börsenkurs | Share price | ARCH-Modell | ARCH model | Dauer | Duration |
-
Bejaoui, Azza, (2016)
-
The impact of news events on the Tunisian stock market volatility : a post-revolutionary study
Zaiane, Salma, (2017)
-
Kim, Chang-jin, (2019)
- More ...
-
Bejaoui, Azza, (2016)
-
Karaa, Adel, (2022)
-
Market dynamics, cyclical patterns and market states
Bejaoui, Azza, (2019)
- More ...