Asymmetric long memory volatility in the PIIGS economies
Dilip Kumar; S. Maheswaran
| Year of publication: |
2013
|
|---|---|
| Authors: | Kumar, Dilip ; Maheswaran, S. |
| Published in: |
Review of accounting & finance. - Bingley : Emerald Group Publishing Limited, ISSN 1475-7702, ZDB-ID 2084662-9. - Vol. 12.2013, 1, p. 23-43
|
| Subject: | Long-range dependence | Hurst exponent | Wavelet analysis | FIGARCH | FIEGARCH | Stock markets | Portugal | Ireland | Italy | Greece | Spain | Griechenland | Volatilität | Volatility | Irland | Italien | Spanien | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010126725