Economics Research International
Volume 2011 (2011), Article ID 564952, 15 pages
Research Article

Long Memory Process in Asset Returns with Multivariate GARCH Innovations

GREQAM, Université de la Méditerranée, Morseilles, France

Received 27 February 2011; Accepted 6 June 2011

Academic Editor: Paresh Kumar Narayan

Copyright © 2011 Imène Mootamri. 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.

Citations to this Article [1 citation]

The following is the list of published articles that have cited the current article.

  • Ching Mun Lim, and Siok Kun Sek, “Comparing the Performances of GARCH-type Models in Capturing the Stock Market Volatility in Malaysia,” Procedia Economics and Finance, vol. 5, pp. 478–487, 2013. View at Publisher · View at Google Scholar