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Keywords: Long memory process
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Journal Articles
Long memory properties and asymmetric effects of emerging equity market: Evidence from Malaysia
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2011) 12 (5): 356–370.
Published: 08 November 2011
.... Malaysia Emerging markets Equity capital Stock returns Stock exchanges Long memory process Fractionally Integrated Asymmetric Power ARCH Stock market volatility The presence of long‐memory components in stock returns has important implications for many of the financial economics paradigms...
