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~person:"Bhattacharya, Mousumi"
~person:"Tripathy, Nalini Prava"
~person:"Tripathy, Trilochan"
~subject:"GARCH model"
~subject:"Stock market"
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Search: subject_exact:"ARMA model"
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Bhattacharya, Mousumi
Tripathy, Nalini Prava
Tripathy, Trilochan
Glabadanidis, Paskalis
7
Gil-Alaña, Luis A.
4
Ilomäki, Jukka
4
Laurila, Hannu
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The journal of prediction markets
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Theoretical economics letters
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Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
2
The comparative dynamics of developed and emerging stock markets : a long memory perspective
Bhattacharya, Sharad Nath
;
Bhattacharya, Mousumi
; …
- In:
Theoretical economics letters
8
(
2018
)
8
,
pp. 1493-1509
Persistent link: https://www.econbiz.de/10011888389
Saved in:
3
Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
Saved in:
4
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
5
Testing for long memory in the Indian stock market
Tripathy, Nalini Prava
- In:
The journal of prediction markets
9
(
2015
)
3
,
pp. 23-39
Persistent link: https://www.econbiz.de/10011547160
Saved in:
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