Long memory properties on Tunisian sectorial stock market index volatilities: evidence from FIEGARCH model
Fakhfekh, Mohamed, Jeribi, Ahmed, Hachicha, NejibVolume:
7
Year:
2015
Language:
english
Journal:
International Journal of Sustainable Economy
DOI:
10.1504/IJSE.2015.072201
File:
PDF, 649 KB
english, 2015