Serpil TURKYILMAZ, Mesut BALIBEY

Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models

Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models

International Journal of Economics and Financial Issues

2014-Cilt: 4 Sayı: 2

400-410

Weak-Form Efficient Market Hypothesis, Long Memory, ARFIMA-FIGARCH model, Volatility

5867