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Year of publication
Subject
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fractional integration 377 Zeitreihenanalyse 262 Theorie 242 Time series analysis 235 Theory 209 long memory 174 Schätzung 164 Nonlinear programming 152 Nichtlineare Optimierung 151 Estimation 142 Fractional integration 132 fractional cointegration 124 persistence 104 Kointegration 100 Cointegration 92 Fractional Integration 80 Schätztheorie 80 Estimation theory 75 Long memory 70 Stochastischer Prozess 67 USA 63 Stochastic process 59 Volatility 59 Volatilität 59 Long Memory 58 Mathematical programming 56 Fractional cointegration 55 Mathematische Optimierung 55 Strukturbruch 50 ARMA-Modell 49 ARMA model 46 Structural break 44 Großbritannien 43 Nichtparametrisches Verfahren 43 Einheitswurzeltest 40 Börsenkurs 39 United States 39 fractional Brownian motion 39 Unit root test 38 Fractional Cointegration 37
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Online availability
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Free 1,504 CC license 57
Type of publication
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Book / Working Paper 1,222 Article 278 Other 4
Type of publication (narrower categories)
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Working Paper 622 Graue Literatur 344 Non-commercial literature 344 Arbeitspapier 336 Article in journal 160 Aufsatz in Zeitschrift 160 Article 52 Thesis 10 Hochschulschrift 9 Research Report 4 Collection of articles of several authors 2 Collection of articles written by one author 2 Sammelwerk 2 Sammlung 2 Aufsatzsammlung 1 Conference Paper 1 Conference paper 1 Interview 1 Konferenzbeitrag 1 research-article 1 viewpoint 1
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Language
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English 1,123 Undetermined 359 German 9 Spanish 6 French 3 Hungarian 1 Lithuanian 1 Portuguese 1 Russian 1
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Author
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Caporale, Guglielmo Maria 278 Gil-Alaña, Luis A. 218 Gil-Alana, Luis A. 100 Nielsen, Morten Ørregaard 89 Sibbertsen, Philipp 41 Johansen, Søren 23 Plastun, Alex 22 You, Kefei 19 Gil-Alana, Luis Alberiko 18 Robinson, Peter M. 18 Leschinski, Christian 17 Phillips, Peter C.B. 17 Carcel, Hector 16 Ozdemir, Zeynel Abidin 16 Robinson, Peter M 16 McAleer, Michael 15 Hualde, Javier 14 Beran, Jan 12 Caporale, GM 12 Frederiksen, Per 12 Abakah, Emmanuel Joel Aikins 11 Dolatabadi, Sepideh 11 Gil-Alana, LA 11 Nautz, Dieter 11 Tansel, Aysit 11 Voges, Michelle 11 Xu, Ke 11 Cuestas, Juan Carlos 10 Koopman, Siem Jan 10 Lovcha, Yuliya 10 Morana, Claudio 10 Ooms, Marius 10 Poza, Carlos 10 Shimotsu, Katsumi 10 Truchis, Gilles de 10 Aloy, Marcel 9 Claudio-Quiroga, Gloria 9 Dittmann, Ingolf 9 Feng, Yuanhua 9 Keddad, Benjamin 9
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Institution
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School of Economics and Management, University of Aarhus 48 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 40 Economics Department, Queen's University 26 HAL 22 London School of Economics (LSE) 21 Cowles Foundation for Research in Economics, Yale University 19 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 18 CESifo 17 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 17 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 17 Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 8 Agricultural and Applied Economics Association - AAEA 7 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 7 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 7 Institut de Préparation à l'Administration et à la Gestion (IPAG) 7 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 Tinbergen Instituut 7 Department of Econometrics and Business Statistics, Monash Business School 6 Department of Economics and Business, Universitat Pompeu Fabra 6 Erasmus University Rotterdam, Econometric Institute 6 European Central Bank 6 Institute for the Study of Labor (IZA) 6 Nottingham Trent University, Nottingham Business School, Economics Division 6 Økonomisk Institut, Københavns Universitet 6 Center for Economic Research <Tilburg> 5 Department of Economics, Boston College 5 Economics Department, University of Missouri 5 Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti 4 Department of Economics, Management School 4 Department of Economics, University of Sheffield 4 HWWA Institut für Wirtschaftsforschung 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Tinbergen Institute 4 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 3 Econometric Society 3 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 3 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 3 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 3
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Published in...
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CESifo Working Paper 74 CESifo working papers 65 MPRA Paper 40 CREATES Research Papers 37 Economics and finance working paper series 32 Queen's Economics Department Working Paper 31 DIW Discussion Papers 29 Working Papers / Economics Department, Queen's University 26 LSE Research Online Documents on Economics 21 CESifo Working Paper Series 20 Cowles Foundation Discussion Papers 19 Discussion Papers of DIW Berlin 17 Hannover Economic Papers (HEP) 17 SFB 373 Discussion Paper 17 SFB 373 Discussion Papers 17 STICERD - Econometrics Paper Series 17 Discussion paper / Tinbergen Institute 16 Working Papers / HAL 16 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 15 IZA Discussion Papers 15 Discussion papers / Deutsches Institut für Wirtschaftsforschung 14 Queen's Economics Department working paper 13 Economics Working Papers / School of Economics and Management, University of Aarhus 11 SSE/EFI Working Paper Series in Economics and Finance 11 Tinbergen Institute Discussion Papers 11 Tinbergen Institute Discussion Paper 10 Economics Bulletin 9 Working Paper 9 Working paper 9 CEFAGE-UE Working Papers 8 CREATES research paper 8 Discussion paper / Center for Economic Research, Tilburg University 8 Econometrics : open access journal 8 Risks : open access journal 8 AMSE Working Papers 7 CoFE discussion papers 7 ECB Working Paper 7 Econometric Institute Research Papers 7 Econometrics 7 Technical Report 7
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Source
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RePEc 583 ECONIS (ZBW) 543 EconStor 345 BASE 30 Other ZBW resources 2 USB Cologne (business full texts) 1
Showing 1 - 10 of 1,504
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Application of Fractal Processes and Fractional Derivatives in Finance
Chan, Leung Lung (contributor) - 2024
including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long … climatology as well as finance. The dynamics of the volatility of asset price or asset price itself were modelled as a fractional … Brownian motion in finance and are called rough volatility models and the fractional Black–Scholes model, respectively …
Persistent link: https://www.econbiz.de/10015324975
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A fuzzy fractional power series approximation and Taylor expansion for solving fuzzy fractional differential equation
Singh, Payal; Gazi, Kamal Hossain; Rahaman, Mostafijur; … - In: Decision analytics journal 10 (2024), pp. 1-16
Fuzzy fractional differential has the strength to capture the senses of memory and uncertainty simultaneously involved … in dynamical systems. However, a solution for fuzzy fractional differential equations is not always found regularly. This … paper discusses a numerical solution approach for the fuzzy fractional differential equation using power series …
Persistent link: https://www.econbiz.de/10014541871
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Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong; Fang, Shaomei; He, Yong - In: Computational economics 61 (2023) 4, pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
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Do Spanish regions converge? : A time-series approach using fractional cointegration
Kamal, Mariam; Arteche, Josu - In: Applied economics 56 (2024) 59, pp. 8666-8679
checked using two testing strategies recently proposed for fractional cointegration, finding no evidence of cointegration … extension of the critical values of Nielsen’s (2010) test of fractional cointegration is provided for a different number of …
Persistent link: https://www.econbiz.de/10015141895
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Monetary policy and inflation rate in the behavior of consumer sentiment in the us : a fractional integration and cointegration analysis
Monge González, Manuel; Lazcano, Ana; Infante, Juan - In: Research in economics 78 (2024) 3, pp. 1-6
Persistent link: https://www.econbiz.de/10015084553
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Mehr als Vollzeit: Fractional CIOs in KMUs
Kratzer, Simon; Westner, Markus; Strahringer, Susanne - In: HMD : Praxis der Wirtschaftsinformatik 61 (2024) 4, pp. 1002-1024
Persistent link: https://www.econbiz.de/10015050952
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Mehr als Vollzeit: Fractional CIOs in KMUs
Kratzer, Simon; Westner, Markus; Strahringer, Susanne - In: HMD Praxis der Wirtschaftsinformatik 61 (2023) 4, pp. 1002-1024
der Kosten und ohne langfristige Verpflichtungen. Während diese so genannten "Fractional CIOs" in der Praxis bereits einen … Forschungsprojekt mit insgesamt 62 Fractional CIOs aus 10 Ländern wurden daher eine Definition, Typen verschiedenartiger Engagements und … drei Fractional CIOs/CTOs aus Deutschland befragt. Es zeigt sich, dass die folgenden vier Engagement-Typen von Fractional …
Persistent link: https://www.econbiz.de/10015190299
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Investigating volatility transmission across international equity markets using multivariate fractional models
Saâdaoui, Foued; Ghadhab, Imen - In: International transactions in operational research : a … 30 (2023) 5, pp. 2139-2157
Persistent link: https://www.econbiz.de/10014259113
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On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping; Yu, Jun; Zhang, Chen - 2023
Persistent link: https://www.econbiz.de/10014320456
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Mehr als Vollzeit: Fractional CIOs in KMUs
Kratzer, Simon; Westner, Markus; Strahringer, Susanne - In: HMD Praxis der Wirtschaftsinformatik 61 (2023) 4, pp. 1002-1024
der Kosten und ohne langfristige Verpflichtungen. Während diese so genannten "Fractional CIOs" in der Praxis bereits einen … Forschungsprojekt mit insgesamt 62 Fractional CIOs aus 10 Ländern wurden daher eine Definition, Typen verschiedenartiger Engagements und … drei Fractional CIOs/CTOs aus Deutschland befragt. Es zeigt sich, dass die folgenden vier Engagement-Typen von Fractional …
Persistent link: https://www.econbiz.de/10015407505
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