Long-memory models in testing the efficiency market hypothesis of the algerian exchange market
Yassine Benzai, Hadjar Soumia Aouad, Nassima Djellouli
| Year of publication: |
2022
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|---|---|
| Authors: | Benzai, Yassine ; Aouad, Hadjar Soumia ; Djellouli, Nassima |
| Published in: |
Management dynamics in the knowledge economy. - Bucharest : NUPSPA, ISSN 2392-8042, ZDB-ID 2819566-8. - Vol. 10.2022, 4/38, p. 376-390
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| Subject: | Algerian exchange rate market | EMH, random walk | ARMA-FIGARCH | out-of-sample forecasting | Effizienzmarkthypothese | Efficient market hypothesis | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Theorie | Theory | Algerien | Algeria | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2478/mdke-2022-0024 [DOI] hdl:11159/12761 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013499339