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Keywords = Structural Breaks
Number of Articles: 2
Long Memory and Structural Breaks: An Application to the Tehran Stock Exchange Index (TEPIX) Returns
Volume 20, Issue 63 , July 2015, , Pages 145-185
Abstract
The aim of this study is to investigate the long memory properties along with structural breaks in the returns of the TEPIX. For this purpose, the properties of the long memory in the daily returns for three periods leading to September 23, 2013 were evaluated using semi- and non-parametric methods. ... Read MoreInflation and Productivity in Iran, Cointegration Tests in the Presence of Structural Breaks
Volume 8, Issue 27 , July 2006, , Pages 65-87