Long-memory in asset returns and volatility : evidence from West Africa
Year of publication: |
2016
|
---|---|
Authors: | Gyamfi, Emmanuel Numapau ; Kyei, Kwabena A. ; Gill, Ryan |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 13.2016, 2, p. 24-28
|
Subject: | long-memory | Hurst exponent | Local Whittle | market efficiency | Volatilität | Volatility | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Westafrika | West Africa |
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