Real or spurious long memory characteristics of volatility : empirical evidence from an emerging market
Abdullah Yalama; Sibel Celik
| Year of publication: |
2013
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|---|---|
| Authors: | Yalama, Abdullah ; Celik, Sibel |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 67-72
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| Subject: | Long memory | Fractal structure | Modified GPH | Emerging market | Volatility | Volatilität | Schwellenländer | Emerging economies | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| 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/10009702263