Long memory and volatility persistence across BRICS stock markets
Naliniprava Tripathy
| Year of publication: |
2022
|
|---|---|
| Authors: | Tripathy, Nalini Prava |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 63.2022, p. 1-13
|
| Subject: | APARCH model | ARFIMA model | FIGARCH model | GARCH model | Long memory | ARCH-Modell | ARCH model | Volatilität | Volatility | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Kapitaleinkommen | Capital income | Theorie | Theory | BRICS-Staaten | BRICS countries | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101782 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248974