Browsing Research Articles (Economics) by UP Author "Redford, Siobhan"

Browsing Research Articles (Economics) by UP Author "Redford, Siobhan"

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  • Predicting BRICS stock returns using ARFIMA models 
    Aye, Goodness Chioma; Balcilar, Mehmet; Gupta, Rangan; Kilimani, Nicholas; Nakumuryango, Amandine; Redford, Siobhan (Routledge, 2014-09)
    This article examines the existence of long memory in daily stock market returns from Brazil, Russia, India, China and South Africa (BRICS) countries and also attempts to shed light on the efficacy of autoregressive ...