Long memory property and structural breaks in volatility : evidence from Turkey and Brazil
Samet Günay
| Year of publication: |
2014
|
|---|---|
| Authors: | Günay, Samet |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 12, p. 119-134
|
| Subject: | long memory | structural breaks | market efficiency | emerging markets | Türkei | Turkey | Volatilität | Volatility | Brasilien | Brazil | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis | Schwellenländer | Emerging economies | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| 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/10010461485