Theoretical Economics Letters

Vol.5 No.3(2015), Paper ID 57523, 10 pages

DOI:10.4236/tel.2015.53050

 

Testing the Long-Memory Features in Return and Volatility of NSE Index

 

Naseem Ahamed, Mamoni Kalita, Aviral Kumar Tiwari

 

IBS Hyderabad, IFHE, Hyderabad, India
ICFAI University, Agartala, India
IBS Hyderabad, IFHE, Hyderabad, India

 

Copyright © 2015 Naseem Ahamed, Mamoni Kalita, Aviral Kumar Tiwari et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Ahamed, N. , Kalita, M. and Tiwari, A. (2015) Testing the Long-Memory Features in Return and Volatility of NSE Index. Theoretical Economics Letters, 5, 431-440. doi: 10.4236/tel.2015.53050.

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