Duration dependence and mean reversion : an attempt of identification in Tunisian stock market
Azza Bejaoui; Adel Karaa; Emna Mahat
| Year of publication: |
2015
|
|---|---|
| Authors: | Bejaoui, Azza ; Karaa, Adel ; Mahat, Emna |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 1, p. 185-196
|
| Subject: | Regime-Switching | Duration-Dependence | Mean-Reversion Process | Countercyclical Return Volatility | Volatilität | Volatility | Mean Reversion | Mean reversion | Tunesien | Tunisia | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Börsenkurs | Share price | Dauer | Duration | Schätzung | Estimation | ARCH-Modell | ARCH model |
| 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/10010502645