Long memory properties and asymmetric effects of emerging equity market: evidence from Malaysia
Purpose – The purpose of this paper is to examine the long memory property of equity returns and volatility of emerging equity market by focusing on the Malaysian equity market, namely the Kuala Lumpur Stock Exchange (KLSE). Design/methodology/approach – The study adopts the Fractionally Integrat...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Group Publishing Limited
2011
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/8622/1/Long_memory_published_edition.pdf http://irep.iium.edu.my/8622/ http://www.emeraldinsight.com |
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