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Dependence and mean reversion in stock prices: The case of the MENA region

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Author Info
Assaf, A.
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File URL: http://www.sciencedirect.com/science/article/B7CPK-4GM4693-1/2/93f3ca54883086c2fbe9b07deaf2a323
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Publisher Info
Article provided by Elsevier in its journal Research in International Business and Finance.

Volume (Year): 20 (2006)
Issue (Month): 3 (September)
Pages: 286-304
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Handle: RePEc:eee:riibaf:v:20:y:2006:i:3:p:286-304

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  1. Adnan Kasman & Erdost Torun, 2007. "Long Memory in the Turkish Stock Market Return and Volatility," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 7(2), pages 13-27. [Downloadable!]
  2. Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007. "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper 3302, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-12-3.

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