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
101
138