HIGHLIGHTS
- who: Heni Boubaker from the Institute of High have published the research: Modelling the dynamics of stock market in the gulf cooperation council countries: evidence on persistence to shocks, in the Journal: (JOURNAL)
- what: This study examines the statistical properties required to model the dynamics of both the returns and volatility series of the daily returns in six Gulf Cooperation Council countries namely Bahrain Oman Kuwait Qatar Saudi Arabia and the United Arab Emirates under different and economic circumstances. The authors evaluate the performance of various dual long-memory processes in detecting several significant features . . .
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