Long memory or structural break : evidence from the Tehran stock market
Mansoor Kashi, Seyed Hasan Hosseini, Ammar Arabi Jeshvaghani, Mansour Kheirgoo
| Year of publication: |
2019
|
|---|---|
| Authors: | Kashi, Mansoor ; Hosseini, Seyed Hasan ; Jeshvaghani, Ammar Arabi ; Kheirgoo, Mansour |
| Published in: |
International journal of procurement management. - Genève : Inderscience Enterprises Ltd., ISSN 1753-8432, ZDB-ID 2422777-8. - Vol. 12.2019, 4, p. 425-440
|
| Subject: | autocorrelation | structural break | long memory | Strukturbruch | Structural break | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Autokorrelation | Autocorrelation | ARMA-Modell | ARMA model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJPM.2019.101248 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012138470