Measuring volatility persistence and long memory in the presence of structural breaks : evidence from African stock markets
David McMillan; Pako Thupayagale
| Year of publication: |
2011
|
|---|---|
| Authors: | McMillan, David G. ; Thupayagale, Pako |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 37.2011, 3, p. 219-241
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Afrika | Africa | 1992-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009124175