Evaluating Properties and Performance of Long Memory Models from an Emerging Foreign Markets Return Innovations
Deebom Zorle Dum, Isaac Didi Essi & Amos Emeka · Asian Journal of Probability and Statistics · 2021
The study investigates evaluate properties and performance of long memory models from emerging foreign markets return innovations between 1991 - 2020. The purpose of the study includes; investigate the persistence of shocks in Nigerian international markets, model long-range depe...
Open access
Research Article
10.9734/ajpas/2021/v11i430271