Browsing by Subject Long memory
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
---|---|---|
2021 | Fractal connectivity networks of select stock returns exhibiting long range dependence | Assaf, Ata |
1-Jan-2023 | Long Memory and Change in Persistence in the Rare Earth Market Index | Assaf, Ata ; Mokni, Khaled; Gil-Alana, Luis Alberiko |
2016 | MENA stock market volatility persistence: evidence before and after the financial crisis of 2008 | Assaf, Ata |