Dependence in London Stock Exchange Returns Due to British General Election Results Announcement

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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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Bibliographic Details
Main Author:	Wilson, Alexander
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Online Access:	https://eprints.nottingham.ac.uk/23889/

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