Long memory in Eastern European financial markets returns
Year of publication: |
2012
|
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Authors: | Necula, Ciprian ; Radu, Alina-Nicoleta |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 25.2012, 2, p. 361-377
|
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schwellenländer | Emerging economies | ARMA-Modell | ARMA model | Nichtlineare Regression | Nonlinear regression | Rumänien | Romania | Ungarn | Hungary | Tschechien | Czech Republic | Polen | Poland | Slowenien | Slovenia | Bulgarien | Bulgaria | Slowakei | Slovakia | Kroatien | Croatia |
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Podkaminer, Leon, (1995)
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Hambüchen, Thomas, (1998)
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