Investigating the Presence of Long Memory in DJIM Index Yield Spreads

Author:

Ahmad Nursilah,Rusgianto Sulistya

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference12 articles.

1. Armstrong, J.S., J.S. and F. Collopy, 1992. Error measures for Generalising About Forecasting Methods: Empirical Comparisons, International Journal of Forecasting, 8, p. 69.

2. Bank Negara Malaysia. (BNM), 2010. Funds Raised in the Capital Market. Monthly Statistical Bulletin.

3. Ellis, T.R., 2012. The Piety Premium of Islamic Bonds, Middle East Quarterly, Spring 2012, p. 61.

4. Fildes, R, 1992. The Evaluation of Extrapolative Forecasting Methods, International Journal of Forecasting, 8, p. 81.

5. Accounting, Auditing and Governance Standards for Islamic Financial Institutions (AAOIFI), 2002. Accounting and Auditing Organization/or Islamic Financial Institutions. Bahrain: AAOIFI.

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