Long-range dependence in daily volatility on Tunisian stock market
Year of publication: |
2005
|
---|---|
Authors: | Bellalah, Mondher ; Aloui, Chaker ; Abaoub, Ezzeddine |
Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 10.2005, 3, p. 191-216
|
Subject: | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | ARCH-Modell | ARCH model | Tunesien | Tunisia |
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