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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Bentes, S. & Ferreira, N. B. (2014). Modeling long memory in the EU stock market: evidence from the STOXX 50 returns. International Journal of Latest Trends in Finance and Economics Sciences. 4 (3), 778-784
Exportar Referência (IEEE) 
S. M. Bentes and N. R. Ferreira,  "Modeling long memory in the EU stock market: evidence from the STOXX 50 returns", in Int. Journal of Latest Trends in Finance and Economics Sciences, vol. 4, no. 3, pp. 778-784, 2014
Exportar BibTeX 
@article{bentes2014_1732201348117,
	author = "Bentes, S. and Ferreira, N. B.",
	title = "Modeling long memory in the EU stock market: evidence from the STOXX 50 returns",
	journal = "International Journal of Latest Trends in Finance and Economics Sciences",
	year = "2014",
	volume = "4",
	number = "3",
	pages = "778-784",
	url = "http://ojs.excelingtech.co.uk/index.php/IJLTFES"
}
Exportar RIS 
TY  - JOUR
TI  - Modeling long memory in the EU stock market: evidence from the STOXX 50 returns
T2  - International Journal of Latest Trends in Finance and Economics Sciences
VL  - 4
IS  - 3
AU  - Bentes, S.
AU  - Ferreira, N. B.
PY  - 2014
SP  - 778-784
SN  - 2047-0916
UR  - http://ojs.excelingtech.co.uk/index.php/IJLTFES
AB  - This paper examines the persistence behaviour of STOXX 50 returns. To this end, we estimated the GARCH, IGARCH and FIGARCH models based on a data set comprising the daily returns from January 5th, 1987 to December 27th, 2013. The results show that the long-memory in the volatility returns constitutes an intrinsic and empirically significant characteristic of the data and are, therefore, in consonance with previous evidence on the subject. Moreover, our findings reveal that the FIGARCH is the best model to capture linear dependence in the conditional variance of the STOXX 50 returns as given by the information criteria
ER  -