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Search: subject:"FIAPARCH errors"
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FIAPARCH errors
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Aktienmarkt
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Börsenkurs
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Capital income
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Kapitaleinkommen
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MENA countries
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MENA-Staaten
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semiparametric generalized long memory process
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stock market returns
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wavelet do- main
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Boubaker, Heni
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Sghaier, Nadia
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
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Economic modelling
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Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach
Boubaker, Heni
;
Sghaier, Nadia
-
Institut de Préparation à l'Administration et à la …
-
2014
conditional volatiliy. We also compare its performance predictive to the traditional long memory model with
FIAPARCH
errors
(FARMA …
Persistent link: https://www.econbiz.de/10010754787
Saved in:
2
Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Economic modelling
50
(
2015
),
pp. 254-265
Persistent link: https://www.econbiz.de/10011440563
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