Stock returns and long-range dependence
Alexander Ayertey Odonkor, Emmanuel Nkrumah Ababio, Emmanuel Amoah- Darkwah, Richard Andoh
| Year of publication: |
2022
|
|---|---|
| Authors: | Odonkor, Alexander Ayertey ; Ababio, Emmanuel Nkrumah ; Amoah-Darkwah, Emmanuel ; Andoh, Richard |
| Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 23.2022, 1, p. 37-47
|
| Subject: | ARFIMA | FIGARCH | GSE | long memory | stock returns | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Theorie | Theory | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150919866966 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822065