Testing for long range dependence in banking equity indices
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Cites work
- scientific article; zbMATH DE number 192842 (Why is no real title available?)
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Estimating long-range dependence in the presence of periodicity: An empirical study
- Generalized autoregressive conditional heteroscedasticity
- Long-Term Memory in Stock Market Prices
- Long-term dependence in stock returns
- Ranking efficiency for emerging equity markets. II
- Ranking efficiency for emerging markets
- Stock market prices and long-range dependence
Cited in
(9)- Testing for long-range dependence in world stock markets
- Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices
- scientific article; zbMATH DE number 1984192 (Why is no real title available?)
- Estimating the Hurst parameter in financial time series via heuristic approaches
- Testing power-law cross-correlations: rescaled covariance test
- Time-varying long-range dependence in US interest rates
- Ranking efficiency for emerging markets
- Ranking efficiency for emerging equity markets. II
- Testing for long-range dependence in the Brazilian term structure of interest rates
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