Long-memory in stock return volatility for South Africa
Shamila A. Jayasuriya
| Year of publication: |
2008
|
|---|---|
| Authors: | Jayasuriya, Shamila A. |
| Published in: |
Journal of emerging markets. - New York, NY, ISSN 1083-9798, ZDB-ID 1496649-9. - Vol. 13.2008, 1, p. 7-17
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Südafrika | South Africa | 2000-2007 |
| 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/10003756620