Browsing by Author "Sadique M. Shibley"
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Long Memory in Stock Returns: Evidence from The Dhaka Stock Exchange
Sadique M. Shibley; Shimon, Zubair Ahmed ( Qatar University , 2007 , Article)This study examines the long memory property in the weekly return series and its certain transformations of the Dhaka Stock Exchange over the period of January 1989 to January 2004. Well-known methods for detecting the ...