Long memory in the Ukrainian stock market and financial crises
Guglielmo Maria Caporale, Luis Gil-Alana, Alex Plastun, Inna Makarenko
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Plastun, Alex ; Makarenko, Inna |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 40.2016, 2, p. 235-257
|
| Subject: | Persistence | Long Memory | R/S Analysis | Fractional Integration | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Ukraine | Finanzkrise | Financial crisis | Strukturbruch | Structural break | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-014-9299-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011658783