Long Memory in Stock Market Volatility: Indian Evidences

2010 ◽  
Vol 52 (4) ◽  
pp. 332 ◽  
Author(s):  
Gourishankar S. Hiremath ◽  
Bandi Kamaiah
Keyword(s):  
Stock Market ◽  
Long Memory ◽  
Market Volatility ◽  
Stock Market Volatility

scholarly journals Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model

2010 ◽  
Vol 17 (3) ◽  
pp. 460-470 ◽  
Author(s):  
Bent Jesper Christensen ◽  
Morten Ørregaard Nielsen ◽  
Jie Zhu
Keyword(s):  
Stock Market ◽  
Long Memory ◽  
Market Volatility ◽  
Stock Market Volatility

Modeling and pricing long memory in stock market volatility

1996 ◽  
Vol 73 (1) ◽  
pp. 151-184 ◽  
Author(s):  
Tim Bollerslev ◽  
Hans Ole Mikkelsen
Keyword(s):  
Stock Market ◽  
Long Memory ◽  
Market Volatility ◽  
Stock Market Volatility
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