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~person:"Chakraborty, Madhumita"
~person:"Tripathy, Nalini Prava"
~person:"Tripathy, Trilochan"
~subject:"Effizienzmarkthypothese"
~subject:"Long memory"
~subject:"Stock market"
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Search: subject_exact:"ARMA model"
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Effizienzmarkthypothese
Long memory
Stock market
ARMA model
5
ARMA-Modell
5
Aktienmarkt
5
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
3
Efficient market hypothesis
3
India
3
Indien
3
Share price
3
Efficiency
2
Estimation
2
Schätzung
2
Structural break
2
Strukturbruch
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APARCH model
1
ARCH model
1
ARCH-Modell
1
ARFIMA Model
1
ARFIMA model
1
Autocorrelation
1
Autocorrelation Test
1
Autokorrelation
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Capital income
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Einheitswurzeltest
1
Estimation theory
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FIGARCH model
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GARCH model
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Kapitaleinkommen
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Long Memory
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Pakistan
1
Random Walk
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Random walk
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Rescaled Range (R/S) statistics
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Schätztheorie
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Statistical test
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Statistischer Test
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Chakraborty, Madhumita
Tripathy, Nalini Prava
Tripathy, Trilochan
Glabadanidis, Paskalis
7
Gil-Alaña, Luis A.
5
Ilomäki, Jukka
4
Laurila, Hannu
4
Liesenfeld, Roman
4
McAleer, Michael
4
Zakamulin, Valeriy
4
Baillie, Richard
3
Neely, Christopher J.
3
Weller, Paul A.
3
Abaoub, Ezzeddine
2
Beran, Jan
2
Fatnassi, Latifa
2
Golosnoy, Vasyl
2
Gribisch, Bastian
2
Pohlmeier, Winfried
2
Rodriguez, Gabriel
2
Ulrich, Joshua M.
2
'Maseka, Lesaoana
1
Afzal, Alia
1
Ahmed, Wajid Shakeel
1
Aitken, Michael J.
1
Allen, David E.
1
Amiri, Ashkan
1
Anatolyev, Stanislav
1
Archana Singh
1
Bachaya, Allah
1
Badge, Jyoti
1
Balcilar, Mehmet
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Balibey, Mesut
1
Baresa, Suzana
1
Belbute, José M.
1
Belete, Abenet
1
Belkhouja, Mustapha
1
Beniwal, Mohit
1
Bhattacharya, Mousumi
1
Bhattacharya, Sharad Nath
1
Boateng, Alexander
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Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Research in international business and finance
1
South Asia economic journal : journal of the Institute of Policy Studies, Sri Lanka and Research and Information System for Developing Countries, India, for the SAARC Research Network
1
The journal of prediction markets
1
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ECONIS (ZBW)
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Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
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 : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
3
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:
4
Testing for long memory in the Indian stock market
Tripathy, Nalini Prava
- In:
The journal of prediction markets
9
(
2015
)
3
,
pp. 23-39
Persistent link: https://www.econbiz.de/10011547160
Saved in:
5
Market efficiency for the Pakistan stock market : evidence from the Karachi stock exchange
Chakraborty, Madhumita
- In:
South Asia economic journal : journal of the Institute …
7
(
2006
)
1
,
pp. 67-81
Persistent link: https://www.econbiz.de/10003310276
Saved in:
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