Stock returns and long-range dependence
Year of publication: |
2022
|
---|---|
Authors: | Odonkor, Alexander Ayertey ; Ababio, Emmanuel Nkrumah ; Amoah-Darkwah, Emmanuel ; Andoh, Richard |
Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 23.2022, 1, p. 37-47
|
Subject: | ARFIMA | FIGARCH | GSE | long memory | stock returns | Schätzung | Estimation | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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