Long-memory in stock return volatility for South Africa
Year of publication: |
2008
|
---|---|
Authors: | Jayasuriya, Shamila A. |
Published in: |
Journal of emerging markets. - New York, NY, ISSN 1083-9798, ZDB-ID 1496649-9. - Vol. 13.2008, 1, p. 7-17
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Südafrika | South Africa | 2000-2007 |
-
The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice, (2012)
-
Impact of the religious festivity on the Tunis stock exchange
Chaouachi, Olfa, (2021)
-
Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil, (2014)
- More ...
-
Asymmetric volatility in emerging and mature markets
Jayasuriya, Shamila A., (2009)
-
Efficient market frontiers for the emerging economies of China and India
Jayasuriya, Shamila A., (2008)
-
Equity market liberalization in emerging market economies
Jayasuriya, Shamila A., (2003)
- More ...