Open AccessStock-return volatility persistence over short and long range horizons: Some empirical evidences
Author(s) -
Kolawole Subair,
Ajibola Arewa
Publication year - 2020
Publication title -
jurnal prespektif pembiayaan dan pembangunan daerah/jurnal perspektif pembiayaan dan pembangunan daerah
Language(s) - English
Resource type - Journals
eISSN - 2355-8520
pISSN - 2338-4603
DOI - 10.22437/ppd.v7i4.8795
Subject(s) - autoregressive fractionally integrated moving average , volatility (finance) , econometrics , economics , long memory , autoregressive conditional heteroskedasticity , stock (firearms) , stock market , financial economics , engineering , geography , mechanical engineering , context (archaeology) , archaeology