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person:"Gil-Alaña, Luis A."
~person:"Sharma, Vandana"
~subject:"Efficient market hypothesis"
~subject:"Ghana"
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Search: subject_exact:"ARIMA model"
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Gil-Alaña, Luis A.
Sharma, Vandana
Neely, Christopher J.
3
Weller, Paul A.
3
Abaoub, Ezzeddine
2
Alnaa, Samuel Erasmus
2
Belete, Abenet
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Boateng, Alexander
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'Maseka, Lesaoana
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Paradigm : the journal of Institute of Management Technology
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Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
2
Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
Saved in:
3
Long memory and ARFIMA modelling : the case of CPI inflation rate in Ghana
Boateng, Alexander
;
Gil-Alaña, Luis A.
;
'Maseka, Lesaoana
- In:
The journal of developing areas
50
(
2016
)
3
,
pp. 287-304
Persistent link: https://www.econbiz.de/10011612974
Saved in:
4
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
5
Day-of-the-week effect and Indian stock market
Sharma, Vandana
;
Singh, Balwinder
- In:
Paradigm : the journal of Institute of Management Technology
10
(
2006
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10003629760
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