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Search: subject:"Long Memory."
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Subject
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long memory
710
Zeitreihenanalyse
659
Long memory
647
Time series analysis
620
Volatility
386
Volatilität
365
Theorie
312
Theory
276
ARCH-Modell
250
ARCH model
238
Schätzung
219
Estimation
209
Long Memory
194
fractional integration
177
ARMA-Modell
167
ARMA model
163
Schätztheorie
147
Kapitaleinkommen
143
Capital income
142
Estimation theory
142
Prognoseverfahren
124
Forecasting model
118
Börsenkurs
112
Aktienmarkt
109
Fractional integration
105
Share price
104
Stock market
103
Strukturbruch
98
Structural break
97
Kointegration
91
Cointegration
85
Stochastischer Prozess
84
Stochastic process
78
persistence
76
Persistence
71
Long-memory
69
GARCH
63
long-memory
57
Wechselkurs
54
Nichtparametrisches Verfahren
53
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Free
1,113
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625
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27
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1,100
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955
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6
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Article in journal
527
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397
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183
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31
research-article
18
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11
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9
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5
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14
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Author
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Gil-Alaña, Luis A.
160
Caporale, Guglielmo Maria
148
Sibbertsen, Philipp
114
Gil-Alana, Luis A.
70
McAleer, Michael
49
Gupta, Rangan
41
Asai, Manabu
38
Nielsen, Morten Ørregaard
38
Leschinski, Christian
36
Guegan, Dominique
28
Plastun, Alex
28
Lux, Thomas
25
Ooms, Marius
21
Morana, Claudio
20
Feng, Yuanhua
19
Kapetanios, George
19
Kruse, Robinson
19
Boutahar, Mohamed
18
Gil-Alana, Luis
18
Perron, Pierre
18
Robinson, Peter M
18
Chang, Chia-Lin
17
Giraitis, Liudas
17
Robinson, Peter M.
17
Christensen, Bent Jesper
16
Krämer, Walter
16
Boubaker, Heni
14
Hassler, Uwe
14
Koopman, Siem Jan
14
Baum, Christopher F.
13
Lovcha, Yuliya
13
Mishra, Tapas
13
Nasr, Adnen Ben
13
Nguyen, Duc Khuong
13
Beran, Jan
12
Frederiksen, Per
12
Kang, Sang Hoon
12
Peguin-Feissolle, Anne
12
Prokopczuk, Marcel
12
Ajmi, Ahdi Noomen
11
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HAL
38
School of Economics and Management, University of Aarhus
33
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
31
EconWPA
26
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
25
Society for Computational Economics - SCE
21
Cowles Foundation for Research in Economics, Yale University
20
London School of Economics (LSE)
20
Department of Economics, Boston College
15
Department of Economics, Faculty of Economic and Management Sciences
14
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
14
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
14
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
14
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
13
Department of Econometrics and Business Statistics, Monash Business School
12
Economics Department, Queen's University
12
Erasmus University Rotterdam, Econometric Institute
12
Institut de Préparation à l'Administration et à la Gestion (IPAG)
12
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
11
Econometric Society
10
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
9
Department of Economics and Finance, College of Business and Economics
9
Tinbergen Instituut
8
CESifo
7
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
7
School of Economics and Finance, Queen Mary
7
Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales
6
Department of Economics, Boston University
6
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
6
International Centre for Economic Research (ICER)
6
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
Tinbergen Institute
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Department of Economics and Business, Universitat Pompeu Fabra
5
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
5
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
5
Institute of Economic Research, Kyoto University
5
Association Française de Cliométrie - AFC
4
Banca d'Italia
4
Departamento de Economía, Pontificia Universidad Católica del Perú
4
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Published in...
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Physica A: Statistical Mechanics and its Applications
46
Hannover Economic Papers (HEP)
38
CESifo Working Paper
32
MPRA Paper
31
Studies in Nonlinear Dynamics & Econometrics
29
CREATES Research Papers
28
CESifo working papers
26
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
26
Journal of econometrics
26
STICERD - Econometrics Paper Series
25
Applied economics
23
Econometrics
23
Post-Print / HAL
21
Cowles Foundation Discussion Papers
20
LSE Research Online Documents on Economics
20
Working Paper
20
Economic modelling
18
DIW Discussion Papers
17
Energy economics
17
Working Papers / HAL
17
Research in international business and finance
16
Boston College Working Papers in Economics
15
Discussion paper / Tinbergen Institute
15
Economics and finance working paper series
15
Economics letters
15
Finance research letters
15
Tinbergen Institute Discussion Paper
15
Econometric Institute Research Papers
14
SFB 373 Discussion Paper
14
SFB 373 Discussion Papers
14
Tinbergen Institute Discussion Papers
14
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
14
Diskussionsbeitrag
12
Econometric Institute Report
12
Empirical Economics
12
International review of financial analysis
12
Monash Econometrics and Business Statistics Working Papers
12
Queen's Economics Department Working Paper
12
Working Papers / Economics Department, Queen's University
12
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
12
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Source
All
RePEc
1,036
ECONIS (ZBW)
726
EconStor
252
BASE
19
Other ZBW resources
19
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
4
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141
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150
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141
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:
142
How do monetary shock, financial crisis, and quotation reform affect the
long
memory
of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
143
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
144
A multifractal model of asset (in)variances
Grobys, Klaus
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014433281
Saved in:
145
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:
146
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
147
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:
148
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:
149
A
long-memory
analysis for the CBOE Brazil ETF volatility index
Monte, Edson Zambon
- In:
International journal of emerging markets
18
(
2023
)
11
,
pp. 5155-5171
Persistent link: https://www.econbiz.de/10014460237
Saved in:
150
A hybrid approach for forecasting bitcoin series
Mtiraoui, Amine
;
Boubaker, Heni
;
BelKacem, Lotfi
- In:
Research in international business and finance
66
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463373
Saved in:
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