Dependence in London Stock Exchange Returns Due to British General Election Results Announcement
The research study attempted to examine dependence in the London Stock Exchange due to the "shock" of a British General Election result announcement. This was done in two parts. The first tested for possible Long Memory in the returns by using an ARFIMA (p,d,q) modle to examine for fractio...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2006
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| Online Access: | https://eprints.nottingham.ac.uk/23889/ |