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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of time series econometrics
Discussion paper / Tinbergen Institute
11
Research in international business and finance
11
Economic modelling
8
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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International review of economics & finance : IREF
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Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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1
True or spurious
long
memory
in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
2
Quantile spectral analysis of
long-memory
processes
Lim, Yaeji
;
Oh, Hee-Seok
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1245-1266
Persistent link: https://www.econbiz.de/10012819529
Saved in:
3
Monitoring memory parameter change-points in
long-memory
time series
Chen, Zhanshou
;
Xiao, Yanting
;
Li, Fuxiao
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2365-2389
Persistent link: https://www.econbiz.de/10012585571
Saved in:
4
Cointegrated dynamics for a generalized
long
memory
process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
5
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
6
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
7
Long
memory
and asymmetry for matrix-exponential dynamic correlation processes
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
Saved in:
8
Forecasting volatility and the risk-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
Saved in:
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