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dynamics of the variance and squared return processes are ARMA and therefore simple for forecasting and inference purposes; iv …; iii) les dynamiques induites de la variance et du carré de l'innovation sont des ARMA et donc sont simples pour la …
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La microfinance se développe progressivement dans la région du Moyen-Orient et d’Afrique du Nord (MENA) à travers des … échantillon de 51 IMF dans 9 pays de la région MENA examine la relation entre ces deux performances. Il n’y a pas d’arbitrage pour … ces IMF. Abstract - Microfinance is gradually developing in the Middle East and North Africa (MENA) region through a …
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performance in four countries of the MENA region: Tunisia, Algeria, Morocco and Egypt. In this context, we will explore some …
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Using daily data covering the 1988-1995 period, this paper checks the effects of three kinds of determinants on the main stock market indices of the G5: interactions between return and volatility, international transmission mechanisms and impact of trading volumes. The non-significance of...
Persistent link: https://www.econbiz.de/10008566299
We identify and examine the presence of the long memory in equity returns and more generally in specific transformations of these returns, on both the US and European stock markets. Taking into account the persistence phenomenon, we analyze the effect of the splitting of the sample period on the...
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