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~isPartOf:"Econometric reviews"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Autoregressive integrated moving average"
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Kapitaleinkommen
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Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
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2
Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil
;
Balibey, Mesut
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
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3
The effect of macroeconomic variables on stock returns on Dhaka stock exchange
Quadir, Muhammed Monjurul
- In:
International journal of economics and financial issues …
2
(
2012
)
4
,
pp. 480-487
Persistent link: https://www.econbiz.de/10009690256
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4
The generalized conditional autoregressive wishart model for multivariate realized volatility
Yu, Philip L. H.
;
Li, Wai Keung
;
Ng, F. C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 513-527
Persistent link: https://www.econbiz.de/10011893712
Saved in:
5
Conditional jump dynamics in stock market returns
Chan, Wing Hong
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001695284
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