Long memory volatility in Asian stock markets
Year of publication: |
2017
|
---|---|
Authors: | Duppati, Geeta ; Kumar, Anoop S. ; Scrimgeour, Frank ; Li, Leon |
Published in: |
Pacific Accounting Review. - Emerald Publishing Limited, ISSN 2041-5494, ZDB-ID 2197676-4. - Vol. 29.2017, 3, p. 423-442
|
Publisher: |
Emerald Publishing Limited |
Subject: | ARFIMA-APARCH | ARFIMA-FIGARCH | Asian stock markets | Long-memory volatility | SENSEX | CNIA | NIKKEI225 | KO11 and FTSTI |
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