Modelling heavy tails and double long memory in North African stock market returns
Author:
Publisher
Informa UK Limited
Subject
Political Science and International Relations,Development,Geography, Planning and Development
Link
http://www.tandfonline.com/doi/pdf/10.1080/13629387.2012.655068
Reference42 articles.
1. The Stable-Law Model of Stock Returns
2. Return behaviour in Africa's emerging equity markets
3. The Distribution of Realized Exchange Rate Volatility
4. Théorie de la spéculation
5. An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
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