North AmericaEuropeMiddle East & North AfricaMiddle East & North AfricaLatin America & The CaribbeanSub-Saharan AfricaSouth AsiaEast Asia and PacificEurope & Central Asia

europe

Turkey, Europe
USA, Europe, Europe-and-Central-Asia, South-Asia

Working Papers

Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. applications to high frequency stock data
Luis Alberiko Gil-Alaña, OlaOluwa S. Yaya, Olarenwaju I. Shittu
Europe, North-America, East-Asia-and-Pacific

Working Papers

On the persistence and volatility in European, American and Asian stocks bull and bear markets
Luis Alberiko Gil-Alaña, Olanrewaju L. Shittu, OlaOluwa S. Yaya