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Search: subject:"Long-memory"
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Subject
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long memory
726
Zeitreihenanalyse
687
Long memory
657
Time series analysis
647
Volatility
398
Volatilität
377
Theorie
329
Theory
293
ARCH-Modell
257
ARCH model
245
Schätzung
224
Estimation
213
Long Memory
198
fractional integration
188
ARMA-Modell
173
ARMA model
169
Schätztheorie
149
Kapitaleinkommen
147
Capital income
145
Estimation theory
144
Prognoseverfahren
130
Forecasting model
124
Börsenkurs
119
Aktienmarkt
112
Share price
110
Fractional integration
108
Stock market
106
Strukturbruch
101
Structural break
100
Kointegration
94
Cointegration
88
Stochastischer Prozess
86
persistence
83
Stochastic process
80
Persistence
74
Long-memory
71
GARCH
64
long-memory
60
Nichtparametrisches Verfahren
54
Wechselkurs
54
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All
Free
1,143
Undetermined
633
CC license
31
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Book / Working Paper
1,119
Article
977
Other
6
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All
Article in journal
545
Aufsatz in Zeitschrift
545
Working Paper
415
Graue Literatur
195
Non-commercial literature
195
Arbeitspapier
190
Article
35
research-article
18
Hochschulschrift
11
Thesis
9
Aufsatz im Buch
6
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6
Book section
6
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4
Collection of articles of several authors
3
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3
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3
Sammelwerk
3
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2
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2
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2
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1
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1
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1
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1
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English
1,305
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773
German
14
Spanish
4
French
2
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1
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1
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1
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Author
All
Gil-Alaña, Luis A.
172
Caporale, Guglielmo Maria
159
Sibbertsen, Philipp
117
Gil-Alana, Luis A.
70
McAleer, Michael
49
Gupta, Rangan
41
Asai, Manabu
38
Nielsen, Morten Ørregaard
38
Leschinski, Christian
36
Plastun, Alex
29
Guegan, Dominique
28
Lux, Thomas
25
Feng, Yuanhua
21
Ooms, Marius
21
Morana, Claudio
20
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
Beran, Jan
14
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
Frederiksen, Per
12
Kang, Sang Hoon
12
Peguin-Feissolle, Anne
12
Prokopczuk, Marcel
12
Ajmi, Ahdi Noomen
11
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Institution
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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...
All
Physica A: Statistical Mechanics and its Applications
46
Hannover Economic Papers (HEP)
39
CESifo Working Paper
35
CESifo working papers
32
MPRA Paper
31
Studies in Nonlinear Dynamics & Econometrics
29
CREATES Research Papers
28
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
27
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
Economics letters
16
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
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
Computational economics
12
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
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Source
All
RePEc
1,036
ECONIS (ZBW)
758
EconStor
262
BASE
19
Other ZBW resources
18
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
4
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Showing
1
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10
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2,102
Sort
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date (newest first)
date (oldest first)
1
Estimating, forecasting and backtesting a family of exponential and other GARCH models using the fEGarch package
Schulz, Dominik
;
Feng, Yuanhua
;
Peitz, Christian
; …
-
2026
Persistent link: https://www.econbiz.de/10015627061
Saved in:
2
Dual-trend and dual
long-memory
time series modelling
Li, Shujie
;
Feng, Yuanhua
-
2026
Persistent link: https://www.econbiz.de/10015627084
Saved in:
3
Inflation persistence in the SCO countries : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Ojo, …
-
2026
This paper uses fractional integration methods to analyse the
long-memory
and persistence properties of inflation in …
Persistent link: https://www.econbiz.de/10015627506
Saved in:
4
Distributive conflict and wage formation in Germany: A Kaleckian perspective on nominal wages and demand (1990-2024)
Boughabi, Houssam
-
2026
a Kaleckian framework, emphasizing the
long-memory
properties of wages. We develop a stochastic model in which wages … persistence of unemployment by weakening consumption and effective demand over time. Our findings highlight that
long-memory
wage …
Persistent link: https://www.econbiz.de/10015614566
Saved in:
5
Distributive conflict and wage formation in Germany : a Kaleckian perspective on nominal wages and demand (1990-2024)
Boughabi, Houssam
-
2026
a Kaleckian framework, emphasizing the
long-memory
properties of wages. We develop a stochastic model in which wages … persistence of unemployment by weakening consumption and effective demand over time. Our findings highlight that
long-memory
wage …
Persistent link: https://www.econbiz.de/10015611413
Saved in:
6
Beyond fundamentals: crashes and bubbles in global oil prices from a FIMARX model
Dufrénot, Gilles
;
Gimet, Céline
-
2026
Persistent link: https://www.econbiz.de/10015644064
Saved in:
7
A new combined bootstrap method for
long-memory
time series
Bisaglia, Luisa
;
Gerolimetto, Margherita
;
Palomba, …
-
2025
Persistent link: https://www.econbiz.de/10015465980
Saved in:
8
A CUSUM test for breaks in fractional cointegration
Fitter, Krischan
;
Sibbertsen, Philipp
- In:
Economics letters
256
(
2025
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015472815
Saved in:
9
Futures open interest and speculative pressure dynamics via Bayesian models of
long-memory
count processes
Yan, Hongxuan
;
Peters, Gareth
;
Bagnarosa, Guillaume
; …
- In:
Journal of forecasting
44
(
2025
)
7
,
pp. 2252-2276
Persistent link: https://www.econbiz.de/10015464795
Saved in:
10
The factor structure of exchange rates volatility : global and intermittent factors
Caporin, Massimiliano
;
Rodríguez-Caballero, Carlos Vladimir
- In:
Empirical economics : a quarterly journal of the …
67
(
2024
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10015048346
Saved in:
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