Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Heni Boubaker, Nadia Sghaier (IPAG LAB, IPAG Business School, Saint-Germain, Paris, France)
| Year of publication: |
November 2015
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|---|---|
| Authors: | Boubaker, Heni ; Sghaier, Nadia |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 50.2015, p. 254-265
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| Subject: | SEMIGARMA process | FIAPARCH errors | Wavelet domain | Stock markets | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Börsenkurs | Share price | Theorie | Theory | MENA-Staaten | MENA countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.06.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440563