Is there long memory in Indian stock market returns? : an empirical search
Gourishankar S. Hiremath and Jyoti Kumari
| Year of publication: |
2015
|
|---|---|
| Authors: | Hiremath, Gourishankar S. ; Kumari, Jyoti |
| Published in: |
Journal of Asia Pacific business. - Philadelphia, Pa. : Routledge, Taylor & Francis Group, ISSN 1059-9231, ZDB-ID 1305579-3. - Vol. 16.2015, 2, p. 128-145
|
| Subject: | long memory | fractional integration | random walk | market efficiency | Indian stock market | NSE | BSE | Indien | India | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Random Walk | Random walk | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility |
| 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/10011289921