Long memory in Southern African stock markets
Year of publication: |
2008
|
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Authors: | Jefferis, Keith R. ; Thupayagale, Pako |
Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 76.2008, 3, p. 384-398
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Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARMA-Modell | ARMA model | Südafrika | South Africa | Botsuana | Botswana | Simbabwe | Zimbabwe |
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