Modeling long-term memory effect in stock prices. A comparative analysis with GPH test and Daubechies wavelets

Studies in Economics and Finance

Volumn 25, Issue 1, 2008, Pages 38-48

  Ozun, Alper ^a   Cifter, Atilla ^b  

^a Head Office   (Turkey)

^b MARMARA UNIVERSITY   (Turkey)

Author keywords

Economic cycles; Emerging markets; Stock prices; Turkey

Indexed keywords

EID: 40749154811     PISSN: 10867376     EISSN: None     Source Type: Journal    
DOI: 10.1108/10867370810857559     Document Type: Article

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