Exploring Dual Long Memory in Returns and Volatility Across Central and Eastern Europe Stock Markets
Year of publication: |
2009-11
|
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Authors: | Sandu, Mihaela |
Institutions: | Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti |
Subject: | long memory | stock market | ARFIMA | FIGARCH |
Extent: | application/pdf |
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Series: | Advances in Economic and Financial Research - DOFIN Working Paper Series. - ISSN 1844-6612. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 40 |
Source: |
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