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~isPartOf:"Applied financial economics"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gupta, Rangan"
~person:"Hassler, Uwe"
~subject:"United States"
~subject:"long memory"
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long memory
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Bahmani-Oskooee, Mohsen
Gupta, Rangan
Hassler, Uwe
Madura, Jeff
10
Akhigbe, Aigbe O.
5
Darrat, Ali F.
5
Ajayi, Richard A.
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Applied financial economics
Department of Economics working paper series
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Applied economics
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Working papers / University of Connecticut, Department of Economics
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
2
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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