Long memory in the volatility of an emerging equity market : the case of Turkey
Year of publication: |
2008
|
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Authors: | DiSario, Robert ; Saraoglu, Hakan ; McCarthy, Joseph ; Li, Hsi |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 4, p. 305-312
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Subject: | Zustandsraummodell | State space model | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Türkei | Turkey |
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