The Tunisian stock market index volatility : long memory vs. switching regime
Lanouar Charfeddine; Ahdi Noomen Ajmi
| Year of publication: |
2013
|
|---|---|
| Authors: | Charfeddine, Lanouar ; Ajmi, Ahdi Noomen |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 16.2013, p. 145-169
|
| Subject: | Stock market returns | Volatility | Long memory model | Regime switching | Volatilität | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Tunesien | Tunisia | Aktienindex | Stock index | ARMA-Modell | ARMA model | Markov-Kette | Markov chain | Börsenkurs | Share price | Strukturbruch | Structural break |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010243139