AMM Quoreshi

Blekinge Tekniska Högskola

SE- 37179

Karlskrona, blekinge 371 79

Sweden

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Scholarly Papers (1)

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Conditional Heteroskedasticity in Long Memory Model 'FIMACH' for Return Volatilities in BRICS Equity Markets

Number of pages: 20 Posted: 20 Aug 2015
Sabur Mollah and AMM Quoreshi
Sheffield University Management School, University of Sheffield and Blekinge Tekniska Högskola
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Abstract:

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Long Memory Conditional Heteroskedastic Model, Return Volatility, BRICS