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~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Balibey, Mesut"
~subject:"Estimation"
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Balibey, Mesut
Rose, Andrew
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International journal of economics and financial issues : IJEFI
Working paper / National Bureau of Economic Research, Inc.
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Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil
;
Balibey, Mesut
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
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Value-at-Risk analysis in the presence of asymmetry and long memory : the case of Turkish Stock Market
Balibey, Mesut
;
Turkyilmaz, Serpil
- In:
International journal of economics and financial issues …
4
(
2014
)
4
,
pp. 836-848
Persistent link: https://www.econbiz.de/10010528502
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