Long-Term Dependence Characteristics of European Stock Indices
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Note: Type of Document - pdf. Los, Cornelis A. and Lipka, Joanna M., 'Long-Term Dependence Characteristics of European Stock Indices' (March 2003). Kent State University Department of Finance Working Paper.
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More about this item
Keywords
Long-Term Dependence; European Stock Indices;JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2004-09-30 (Corporate Finance)
- NEP-CMP-2004-09-30 (Computational Economics)
- NEP-EEC-2004-09-30 (European Economics)
- NEP-FIN-2004-09-30 (Finance)
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