Testing for long memory in the Indian stock market
Year of publication: |
2015
|
---|---|
Authors: | Tripathy, Nalini Prava |
Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 9.2015, 3, p. 23-39
|
Subject: | Unit Root Test | Autocorrelation Test | Long Memory | Rescaled Range (R/S) statistics | ARFIMA Model | Zeitreihenanalyse | Time series analysis | Indien | India | Statistischer Test | Statistical test | ARMA-Modell | ARMA model | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Aktienmarkt | Stock market |
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