Long-range dependence in daily volatility on Tunisian stock market

Author

Alawi, Shakir

Source

Economic Research Forum : Working Paper Series

Issue

Vol. 2003, Issue 301-340 (31 Dec. 2003), pp.1-23, 23 p.

Publisher

Economic Research Forum for the Arab Countries Iran and Turkey

Publication Date

2003-12-31

Country of Publication

Egypt

No. of Pages

23

Main Subjects

Economy and Commerce

American Psychological Association (APA)

Alawi, Shakir. 2003. Long-range dependence in daily volatility on Tunisian stock market. Economic Research Forum : Working Paper Series،Vol. 2003, no. 301-340, pp.1-23.
https://search.emarefa.net/detail/BIM-967774

Modern Language Association (MLA)

Alawi, Shakir. Long-range dependence in daily volatility on Tunisian stock market. Economic Research Forum : Working Paper Series No. 301-340 (Dec. 2003), pp.1-23.
https://search.emarefa.net/detail/BIM-967774

American Medical Association (AMA)

Alawi, Shakir. Long-range dependence in daily volatility on Tunisian stock market. Economic Research Forum : Working Paper Series. 2003. Vol. 2003, no. 301-340, pp.1-23.
https://search.emarefa.net/detail/BIM-967774

Data Type

Journal Articles

Language

English

Notes

Includes appendices : p. 18-23

Record ID

BIM-967774