Long memory and volatility persistence across BRICS stock markets
Year of publication: |
2022
|
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Authors: | Tripathy, Nalini Prava |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 63.2022, p. 1-13
|
Subject: | APARCH model | ARFIMA model | FIGARCH model | GARCH model | Long memory | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | ARMA-Modell | ARMA model | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price |
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