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Volumn 21, Issue 1, 2008, Pages 189-195

Testing for long memory in daily fisheries and aquaculture prices: New evidence

Author keywords

Aquaculture; ARFIMA; Fisheries; Long memory; Piraeus (Greece)

Indexed keywords


EID: 54149103658     PISSN: 1450216X     EISSN: 1450202X     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (2)

References (16)
  • 1
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  • 3
    • 21344432533 scopus 로고    scopus 로고
    • Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model
    • Baillie, R., Chung, C., and Tieslau, M. (1996), Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model, Journal of Applied Econometrics, 11, pp. 23-40.
    • (1996) Journal of Applied Econometrics , vol.11 , pp. 23-40
    • Baillie, R.1    Chung, C.2    Tieslau, M.3
  • 5
    • 0001533488 scopus 로고
    • A Search for Long Memory in International Stock Market Returns
    • Cheung, Y-W., and Lai, K. (1995), A Search for Long Memory in International Stock Market Returns, Journal of International Money and Finance, 14, pp. 597-615.
    • (1995) Journal of International Money and Finance , vol.14 , pp. 597-615
    • Cheung, Y.-W.1    Lai, K.2
  • 7
    • 0001250871 scopus 로고    scopus 로고
    • Modeling Volatility Persistence of Speculative Returns: A New Approach
    • Ding, Z., and Granger, C. (1996), Modeling Volatility Persistence of Speculative Returns: A New Approach, Journal of Econometrics, 73, pp. 185-215.
    • (1996) Journal of Econometrics , vol.73 , pp. 185-215
    • Ding, Z.1    Granger, C.2
  • 11
    • 54149090211 scopus 로고    scopus 로고
    • Testing for Long memory in the Fisheries Prices: Evidence from Cornwall
    • Floros, C., and P. Failler. (2007), Testing for Long memory in the Fisheries Prices: Evidence from Cornwall, International Journal of Economic Perspectives, Vol. 1-1, pp. 23-28.
    • (2007) International Journal of Economic Perspectives , vol.1 -1 , pp. 23-28
    • Floros, C.1    Failler, P.2
  • 12
    • 30344435319 scopus 로고    scopus 로고
    • Gil-Alana, L. A.. (2006), Fractional integration in daily stock market indexes, Review of Financial Economics, 15, pp. 28-48.
    • Gil-Alana, L. A.. (2006), Fractional integration in daily stock market indexes, Review of Financial Economics, 15, pp. 28-48.
  • 13
    • 0036794337 scopus 로고    scopus 로고
    • Long memory in stock returns: Some international evidence
    • Henry, O. T. (2002), Long memory in stock returns: some international evidence, Applied Financial Economics, 12, pp. 725-729.
    • (2002) Applied Financial Economics , vol.12 , pp. 725-729
    • Henry, O.T.1
  • 14
    • 4544233361 scopus 로고    scopus 로고
    • On the long memory properties of emerging capital markets: Evidence from Istanbul stock exchange
    • Kilic, R. (2004), On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange, Applied Financial Economics, 14, pp. 915-922.
    • (2004) Applied Financial Economics , vol.14 , pp. 915-922
    • Kilic, R.1
  • 15
    • 0000140166 scopus 로고
    • Long-Term Memory in Stock Market Prices
    • Lo, A. (1991), Long-Term Memory in Stock Market Prices, Econometrica, 59, pp. 1279-1313.
    • (1991) Econometrica , vol.59 , pp. 1279-1313
    • Lo, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.