FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3208425429> ?p ?o ?g. }

• W3208425429 endingPage "572" @default.
• W3208425429 startingPage "560" @default.
• W3208425429 abstract "We study in this paper the presence of long memory of four Mediterranean stock markets namely Morocco, Turkey, Spain, and France, over the period 2000-2020. The presence of long memory propriety has tested by using the R/S analysis approach. Results show that the four processes have a long memory. furthermore, ARFIMA-FIGARCH, under different distribution assumptions as Normal, Student-t, and Skewed Student- t, was estimated in order to test the feature of long memory in the return and volatility of the stock markets simultaneously. Results show strong evidence of long memory in both returns and volatility for the Moroccan and French stock markets and only in volatility for The Spanish and Turkish ones. The long memory in returns indicates that their behavior is predictable implying the rejection of the efficient market hypothesis. The long memory in volatility shows that risk is an important parameter of the behavior of the future returns in the four stock markets." @default.
• W3208425429 created "2021-11-08" @default.
• W3208425429 creator A5003645426 @default.
• W3208425429 creator A5060646709 @default.
• W3208425429 creator A5091503521 @default.
• W3208425429 date "2021-11-03" @default.
• W3208425429 modified "2023-10-18" @default.
• W3208425429 title "Long Memory Modeling: Evidence From Mediterranean Stock Indexes" @default.
• W3208425429 cites W1552362148 @default.
• W3208425429 cites W1801153014 @default.
• W3208425429 cites W1965499600 @default.
• W3208425429 cites W1966773887 @default.
• W3208425429 cites W1969960895 @default.
• W3208425429 cites W1973694910 @default.
• W3208425429 cites W1973959218 @default.
• W3208425429 cites W1976955071 @default.
• W3208425429 cites W2011586511 @default.
• W3208425429 cites W2023240121 @default.
• W3208425429 cites W2025052466 @default.
• W3208425429 cites W2031732490 @default.
• W3208425429 cites W2047022359 @default.
• W3208425429 cites W2047167677 @default.
• W3208425429 cites W2047621660 @default.
• W3208425429 cites W2052385504 @default.
• W3208425429 cites W2055781590 @default.
• W3208425429 cites W2072168621 @default.
• W3208425429 cites W2075280911 @default.
• W3208425429 cites W2101569678 @default.
• W3208425429 cites W2116988722 @default.
• W3208425429 cites W2131773668 @default.
• W3208425429 cites W2134284468 @default.
• W3208425429 cites W2138744489 @default.
• W3208425429 cites W2164593448 @default.
• W3208425429 cites W2168109836 @default.
• W3208425429 cites W2234975633 @default.
• W3208425429 cites W2341760625 @default.
• W3208425429 cites W2904656275 @default.
• W3208425429 cites W2949289701 @default.
• W3208425429 cites W3122127754 @default.
• W3208425429 cites W3124055098 @default.
• W3208425429 cites W3135698198 @default.
• W3208425429 cites W3177944252 @default.
• W3208425429 cites W4238590625 @default.
• W3208425429 cites W4242671632 @default.
• W3208425429 cites W4253239620 @default.
• W3208425429 doi "https://doi.org/10.37394/23203.2021.16.52" @default.
• W3208425429 hasPublicationYear "2021" @default.
• W3208425429 type Work @default.
• W3208425429 sameAs 3208425429 @default.
• W3208425429 citedByCount "0" @default.
• W3208425429 crossrefType "journal-article" @default.
• W3208425429 hasAuthorship W3208425429A5003645426 @default.
• W3208425429 hasAuthorship W3208425429A5060646709 @default.
• W3208425429 hasAuthorship W3208425429A5091503521 @default.
• W3208425429 hasBestOaLocation W32084254291 @default.
• W3208425429 hasConcept C106159729 @default.
• W3208425429 hasConcept C1297061 @default.
• W3208425429 hasConcept C138885662 @default.
• W3208425429 hasConcept C149782125 @default.
• W3208425429 hasConcept C162324750 @default.
• W3208425429 hasConcept C166957645 @default.
• W3208425429 hasConcept C204036174 @default.
• W3208425429 hasConcept C205649164 @default.
• W3208425429 hasConcept C2779343474 @default.
• W3208425429 hasConcept C2780299701 @default.
• W3208425429 hasConcept C2781121862 @default.
• W3208425429 hasConcept C2986394398 @default.
• W3208425429 hasConcept C41895202 @default.
• W3208425429 hasConcept C556758197 @default.
• W3208425429 hasConcept C91602232 @default.
• W3208425429 hasConceptScore W3208425429C106159729 @default.
• W3208425429 hasConceptScore W3208425429C1297061 @default.
• W3208425429 hasConceptScore W3208425429C138885662 @default.
• W3208425429 hasConceptScore W3208425429C149782125 @default.
• W3208425429 hasConceptScore W3208425429C162324750 @default.
• W3208425429 hasConceptScore W3208425429C166957645 @default.
• W3208425429 hasConceptScore W3208425429C204036174 @default.
• W3208425429 hasConceptScore W3208425429C205649164 @default.
• W3208425429 hasConceptScore W3208425429C2779343474 @default.
• W3208425429 hasConceptScore W3208425429C2780299701 @default.
• W3208425429 hasConceptScore W3208425429C2781121862 @default.
• W3208425429 hasConceptScore W3208425429C2986394398 @default.
• W3208425429 hasConceptScore W3208425429C41895202 @default.
• W3208425429 hasConceptScore W3208425429C556758197 @default.
• W3208425429 hasConceptScore W3208425429C91602232 @default.
• W3208425429 hasLocation W32084254291 @default.
• W3208425429 hasOpenAccess W3208425429 @default.
• W3208425429 hasPrimaryLocation W32084254291 @default.
• W3208425429 hasRelatedWork W2020792964 @default.
• W3208425429 hasRelatedWork W2025052466 @default.
• W3208425429 hasRelatedWork W2031732490 @default.
• W3208425429 hasRelatedWork W2364184036 @default.
• W3208425429 hasRelatedWork W2369984270 @default.
• W3208425429 hasRelatedWork W2980932766 @default.
• W3208425429 hasRelatedWork W2983437053 @default.
• W3208425429 hasRelatedWork W3151349762 @default.
• W3208425429 hasRelatedWork W4312075914 @default.
• W3208425429 hasRelatedWork W2186685725 @default.

• next