Long memory in Southern African stock markets

South African Journal of Economics

Volumn 76, Issue 3, 2008, Pages 384-398

  Jefferis, Keith ^a   Thupayagale, Pako ^b  

^a Econsult Botswana   (Botswana)

^b UNIVERSITY OF ST ANDREWS   (United Kingdom)

Author keywords

ARFIMA; Botswana; Efficiency; FIGARCH; South Africa; Stock Markets; Zimbabwe

Indexed keywords

EFFICIENCY MEASUREMENT; FINANCIAL SYSTEM; MODELING; STOCK MARKET;

AFRICA; BOTSWANA; SOUTH AFRICA; SOUTHERN AFRICA; SUB-SAHARAN AFRICA; ZIMBABWE;

EID: 55949123667     PISSN: 00382280     EISSN: 18136982     Source Type: Journal    
DOI: 10.1111/j.1813-6982.2008.00200.x     Document Type: Article

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