Modeling long memory in the Russian stock market : evidence from major sectoral indices
Year of publication: |
2014
|
---|---|
Authors: | Saleem, Kashif |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 2, p. 567-573
|
Subject: | Russian Market Efficiency | FIGARCH | Temporal Dependencies | Russian Equity Market | Long Memory | Russland | Russia | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis |
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