Long memory properties on Tunisian sectorial stock market index volatilities : evidence from FIEGARCH model
Year of publication: |
2015
|
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Authors: | Fakhfekh, Mohamed ; Jeribi, Ahmed ; Hachicha, Nejib |
Published in: |
International journal of sustainable economy. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-5804, ZDB-ID 2476560-0. - Vol. 7.2015, 4, p. 280-305
|
Subject: | Tunisian revolution | sectorial stock index | ICSS procedure | FIEGARCH model | Tunisia | Tunesien | Aktienindex | Stock index | Volatilität | Volatility | Investitionsentscheidung | Investment decision | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
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