Long range dependence in daily volatility on Tunisian stock market
By: Chaker Aloui
Contributors: Economic Research Forum for the Arab Countries, Iran, and Turkey
Series: Working paper -- 0340; Working paper (Economic Research Forum for the Arab Countries, Iran, and Turkey : Online) -- 0340
Publisher: Economic Research Forum for the Arab Countries, Iran & Turkey
Published: 2003
Place of publication: Cairo, Egypt
Language: eng
Number of pages: 23
Subjects: Stock exchanges; Econometric models; Stocks; Prices
Notes: Includes bibliographical references (p. 15-17).

Text in English; abstracts in English and Arabic.