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 | Algerien | Algeria | Random Walk | Random walk | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Theorie | Theory | Kointegration | Cointegration | Schätzung | Estimation |
Saved in:
freely available
Type of publication: | Article |
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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
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