Long memory or structural breaks : some evidence for African stock markets
Geoffrey Ngene, Kenneth A. Tah, Ali F. Darrat
| Year of publication: |
September 2017
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|---|---|
| Authors: | Ngene, Geoffrey ; Tah, Kenneth A. ; Darrat, Ali F. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 34.2017, p. 61-73
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| Subject: | Long memory | Market efficiency | Stock returns | African markets | Structural breaks | Strukturbruch | Structural break | Aktienmarkt | Stock market | Afrika | Africa | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rfe.2017.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876790