CITATION_COM
Youssef EL FOUTAYENI

ICRAMCS, 5 (2023) | Proceedings ISSN: 2605-7700 [CLICK HERE]
Research Communication | Open Access
Volume 2023 | Communication ID 254
Study of the volatility and the phenomenon of persistence of shocks in the Moroccan financial market: Model ARFIMA (p; d; q)-EGARCH (p; q)-M
MOURAD MAAROUF
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
September 29, 2022
February 20, 2022
April 22, 2023

Abstract: MOURAD MAAROUF: Study of the volatility and the phenomenon of persistence of shocks in the Moroccan financial market: Model ARFIMA (p; d; q)-EGARCH (p; q)-M