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~subject:"Cointegration"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
~type_genre:"Sammlung"
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Search: subject:"memory"
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Cointegration
Time series analysis
440
Zeitreihenanalyse
440
Theorie
292
Theory
292
Volatility
251
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251
Long memory
230
Forecasting model
155
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155
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154
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149
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149
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148
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147
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144
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long memory
124
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107
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107
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94
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94
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90
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80
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68
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65
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65
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62
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62
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61
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61
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60
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60
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20
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Gil-Alaña, Luis A.
12
Caporale, Guglielmo Maria
4
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3
Mishra, Tapas
3
Parhi, Mamata
3
Tan, Zhengxun
3
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2
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2
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2
Hartl, Tobias
2
Huang, Yilong
2
Jucknewitz, Roland
2
Leschinski, Christian
2
Souissi, Nessim
2
Tschernig, Rolf
2
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2
Weigand, Roland
2
Xiao, Binuo
2
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1
Allen, David E.
1
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1
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1
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1
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1
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1
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1
Busch, Marie
1
Cagli, Efe Çaglar
1
Chandrashekhar, G. R.
1
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1
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Economic modelling
3
Economics letters
3
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3
Journal of econometrics
3
Research in international business and finance
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of bonds and derivatives
2
Journal of banking & finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of international trade & economic development
2
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1
CBN journal of applied statistics
1
Central European journal of economic modelling and econometrics
1
Econometric reviews
1
Economia aplicada : EA
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Finance research letters
1
Insurance / Mathematics & economics
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of business
1
International journal of economic policy in emerging economies
1
International journal of economics and financial issues : IJEFI
1
International journal of emerging markets
1
International review of financial analysis
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of agricultural economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of forecasting
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of time series econometrics
1
Panoeconomicus
1
Portuguese economic journal
1
Review of Keynesian economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
The effect of economic policy uncertainty under fractional integration
Ramirez, Carlos D.
- In:
Portuguese economic journal
23
(
2024
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10014513090
Saved in:
2
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
3
Oil-gas price relationships on three continents : disruptions and equilibria
Halser, Christoph
;
Paraschiv, Florentina
;
Russo, Marianna
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477798
Saved in:
4
A
memory
in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
5
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
6
A sectoral perspective on the persistence of economic sentiment : mere transitory effect or a long run
memory
process
Lolić, Ivana
;
Sorić, Petar
;
Logarušić, Marija
- In:
Review of Keynesian economics
11
(
2023
)
3
,
pp. 328-349
Persistent link: https://www.econbiz.de/10014383461
Saved in:
7
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
Saved in:
8
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
Saved in:
9
Examining the effects of oil price long
memory
and exchange rate long
memory
on stock market behavior in Nigeria
Lawal, Adedoyin Isola
;
Dahunsi, Samuel Olatunde
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 430-436
Persistent link: https://www.econbiz.de/10012504824
Saved in:
10
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
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