Further evidence of long memory in the South African stock market
Year of publication: |
2009
|
---|---|
Authors: | Morris, Quinton ; Van Vuuren, Gary ; Styger, Paul |
Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 77.2009, 1, p. 81-101
|
Subject: | Aktienmarkt | Stock market | ARMA-Modell | ARMA model | Random Walk | Random walk | Südafrika | South Africa |
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