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Long-range dependence in daily volatility on Tunisian stock market
Bellalah, Mondher; Aloui, Chaker; Abaoub, Ezzeddine - In: International journal of business 10 (2005) 3, pp. 191-216
Persistent link: https://www.econbiz.de/10003176517
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A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional volatility in the Tunisian stock market : evidence for the information flow paradigm
Belhaj, Fethi; Abaoub, Ezzeddine - In: International journal of economics and financial issues … 5 (2015) 2, pp. 354-364
Persistent link: https://www.econbiz.de/10011453520