Testing for long memory in the Indian stock market
Naliniprava Tripathy (Indian Institute of Management Shillong, Meghalaya, India)
| Year of publication: |
2015
|
|---|---|
| Authors: | Tripathy, Nalini Prava |
| Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 9.2015, 3, p. 23-39
|
| Subject: | Unit Root Test | Autocorrelation Test | Long Memory | Rescaled Range (R/S) statistics | ARFIMA Model | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Indien | India | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation |
| 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/10011547160