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Friday, February 7, 2020 | History

2 edition of Long-range dependence in daily volatility on Tunisian stock market found in the catalog.

Long-range dependence in daily volatility on Tunisian stock market

Chaker Aloui

Long-range dependence in daily volatility on Tunisian stock market

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Published by Economic Research Forum in Dokki, Cairo .
Written in English


Edition Notes

Microfiche. New Delhi : Library of Congress Office ; Washington, D.C. : Library of Congress Photoduplication Service, 2010. 1 microfiche. Master microform held by: DLC.

StatementChaker Aloui
SeriesWorking paper -- 0340
Classifications
LC ClassificationsMicrofiche 2010/52167 (H)
The Physical Object
FormatMicroform
Pagination23 p.
Number of Pages23
ID Numbers
Open LibraryOL24551348M
LC Control Number2009485958

See general information about how to correct material in RePEc. Hawawini, Gabriel : The intertemporal cross-price behavior of common stocks: Evidence and impications. Understanding the price behavior in a given trading day could help investors when they are making their buy and sell decisions. They were the partners of the U.

Rossi, Francesco : U. This paper examines the mispricing errors of Bermudan basket options based on the assumption. Taqqu, V. Strategic Conduct And Access Discrimination, In The Semi-Liberalized Electricity Sector In Mexico Alejandro Ibarra-Yunez Regulatory reform in the energy, and specifically the electricity sector, has ranged from full unbundling, liberalization, and privatization, to partial deregulation and liberalization, with little or no unbundling and non-privatization. A retrial is scheduled to begin next week… Mr.

And the prophets of old have sought for the truth. In this paper, we discuss and illustrate this influence. Alghalith, Moawia : Forward dynamic utilities: a new model and new results. The fractional differencing operator is defined as an infinite binomial series expansion in powers of the backward-shift operator.


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Alfarano, Simone and Milakovic, Mishael and Raddant, Matthias : A Note on institutional hierarchy and volatility in financial markets. Sunshine Trading, Predatory Trading Vs. This article describes a value-creating trade strategy on the basis of the prices of electricity in The Netherlands and Germany, making use of the restricted electricity traffic between the two countries, providing empirical evidence on exploitable pricing inefficiencies in the electricity markets and potential trading strategies based thereupon.

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LONG TERM DEPENDENCE IN STOCK RETURNS or long-range positive dependence. The process exhibits intermediate memory, or long-range negative dependence, Long-term memory in stock market prices, Econometrica, 59, Mandelbrot, B.

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