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~person:"BALIBEY, Mesut"
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ARFIMA-FIGARCH model
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BALIBEY, Mesut
Han, Young Wook
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Tsiaras, Konstantinos
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Hammoudeh, Shawkat
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Mensi, Walid
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Baillie, Richard
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Balibey, Mesut
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Turkyilmaz, Serpil
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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
do not support long memory behaviour for the stock market returns. However,
FIGARCH
model
indicate that volatility of …
Persistent link: https://www.econbiz.de/10011273115
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