The comparative dynamics of developed and emerging stock markets : a long memory perspective
Sharad Nath Bhattacharya, Mousumi Bhattacharya, Kousik Guhathakurta
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Bhattacharya, Sharad Nath ; Bhattacharya, Mousumi ; Guhathakurta, Kousik |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 8, p. 1493-1509
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| Subject: | Long Memory | Rescaled Range | Detrended Fluctuation Analysis | Fractional Integration | Spectral Regression | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Theorie | Theory | ARMA-Modell | ARMA model | Schwellenländer | Emerging economies | Volatilität | Volatility | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.88096 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011888389