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~isPartOf:"Econometric Institute research papers"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stock market"
~type:"article"
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Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
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2
Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil
;
Balibey, Mesut
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
Saved in:
3
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
Saved in:
4
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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