Modelling the dynamics of stock market in the Gulf Cooperation Council countries : evidence on persistence to shocks
Year of publication: |
2022
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Authors: | Boubaker, Heni ; Saidane, Bassem ; Zorgati, Mouna Ben Saad |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 8.2022, Art.-No. 46, p. 1-22
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Subject: | Asymmetric power | Forecast performance | Long-memory | Seasonality | Stock market | Volatility process | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Arabische Golf-Staaten | Gulf countries | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Saisonale Schwankungen | Seasonal variations | Schock | Shock | Kapitaleinkommen | Capital income |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-022-00348-3 [DOI] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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