Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
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 | Theorie | Theory | MENA-Staaten | MENA countries | Börsenkurs | Share price |
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