Fractional integration in daily stock market indices at Jordan's Amman stock exchange
نویسندگان
چکیده
منابع مشابه
Fractional integration in daily stock market indexes
I use parametric and semiparametric methods to test for the order of integration in stock market indexes. The results, which are based on the EOE (Amsterdam), DAX (Frankfurt), Hang Seng (Hong Kong), FTSE100 (London), S&P500 (New York), CAC40 (Paris), Singapore All Shares, and the Japanese Nikkei, show that in almost all of the series the unit root hypothesis cannot be rejected. The Hang Seng an...
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Predicting stock market indices movements
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ژورنال
عنوان ژورنال: The North American Journal of Economics and Finance
سال: 2016
ISSN: 1062-9408
DOI: 10.1016/j.najef.2016.03.005