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Long-Memory Models in Testing the Efficiency Market Hypothesis of the Algerian Exchange Market Cover

Long-Memory Models in Testing the Efficiency Market Hypothesis of the Algerian Exchange Market

Management Dynamics in the Knowledge Economy
Volume 10 (2022): Issue 4 (December 2022)
By: Yassine Benzai,  Hadjar Soumia Aouad and  Nassima Djellouli  
Open Access
|Dec 2022

Authors

Yassine Benzai

benzai.yassine@gmail.com

University of Dr Moulay Tahar Saida

Hadjar Soumia Aouad

aouad.hadjar@gmail.com

University of Dr. Moulay Tahar Saida

Nassima Djellouli

nassima.djellouli@univsaida.dz

University of Dr. Moulay Tahar Saida
DOI: https://doi.org/10.2478/mdke-2022-0024 | Journal eISSN: 2392-8042 | Journal ISSN: 2286-2668
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Language: English
Page range: 376 - 390
Submitted on: Aug 15, 2022
Accepted on: Nov 20, 2022
Published on: Dec 7, 2022
Published by: Scoala Nationala de Studii Politice si Administrative
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
Algerian exchange rate market,
EMH,
random walk,
ARMA-FIGARCH,
out-of-sample forecasting
Related subjects:
Business and economics,
Political economics,
Macroeconomics,
Business management,
Business management, other,
Social sciences,
Sociology,
Labor, trade unions,
Sociology of economy, organizations, and industry

© 2022 Yassine Benzai, Hadjar Soumia Aouad, Nassima Djellouli, published by Scoala Nationala de Studii Politice si Administrative
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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