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  • Search: subject:"Multifractals"
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Year of publication
Subject
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long memory 7 volatility dynamics 7 multifractals 6 Islamic finance 5 islamic finance 2 ARCH model 1 ARCH-Modell 1 Aktienindex 1 Aktienmarkt 1 BRICS 1 BRICS countries 1 BRICS-Staaten 1 Capital income 1 Devisenmarkt 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Estimation 1 Exchange rate 1 Forecasting model 1 Foreign exchange market 1 Islamisches Finanzsystem 1 Kapitaleinkommen 1 Market efficiency 1 Multifractals 1 Prognoseverfahren 1 Schätzung 1 Stock index 1 Stock market 1 Time series analysis 1 Volatility 1 Volatilität 1 Wechselkurs 1 Zeitreihenanalyse 1 multifractals. Tals 1
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Online availability
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Free 8 CC license 1
Type of publication
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Book / Working Paper 7 Article 1
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 4 Undetermined 4
Author
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Gupta, Rangan 7 Lux, Thomas 7 Nasr, Adnen Ben 5 Ajmi, Ahdi Noomen 4 Ajm, Ahdi Noomen 2 Ben Nasr, Adnen 2 Ajmi, Ahdi N. 1 Diniz-Maganini, Natalia 1 Rasheed, Abdul M. A. 1 Sheng, Hsia Hua 1
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Institution
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 Department of Economics, Faculty of Economic and Management Sciences 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
Published in...
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Economics Working Paper 1 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 FinMaP-Working Paper 1 FinMaP-Working Papers 1 Finmap working paper 1 Latin American journal of central banking : LAJCB 1 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 1 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
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Source
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RePEc 4 ECONIS (ZBW) 2 EconStor 2
Showing 1 - 8 of 8
Did you mean: subject:"multifractal" (76 results)
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Price efficiency of the foreign exchange rates of BRICS countries : a comparative analysis
Diniz-Maganini, Natalia; Rasheed, Abdul M. A.; Sheng, … - In: Latin American journal of central banking : LAJCB 4 (2023) 1, pp. 1-10
In this paper, we analyze BRICS countries' long-term exchange rate market efficiency. Our analysis, using multifractal detrended fluctuation analysis (MFDFA) for the 2009-2021 period, shows considerable differences in the exchange rate efficiency of BRICS countries, with South Africa the most...
Persistent link: https://www.econbiz.de/10014382790
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Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching
Nasr, Adnen Ben; Lux, Thomas; Ajm, Ahdi Noomen; Gupta, … - 2014
The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...
Persistent link: https://www.econbiz.de/10010352040
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Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
Ben Nasr, Adnen; Lux, Thomas; Ajmi, Ahdi Noomen; Gupta, … - 2014
The financial crisis has fueled interest in alternatives to traditional asset classes that might be less a ected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...
Persistent link: https://www.econbiz.de/10010398688
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Cover Image
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
Nasr, Adnen Ben; Lux, Thomas; Ajmi, Ahdi N.; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2014
The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...
Persistent link: https://www.econbiz.de/10011095487
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Cover Image
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
Nasr, Adnen Ben; Lux, Thomas; Ajmi, Ahdi Noomen; Gupta, … - Institut de Préparation à l'Administration et à la … - 2014
The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...
Persistent link: https://www.econbiz.de/10010764034
Saved in:
Cover Image
Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching
Nasr, Adnen Ben; Lux, Thomas; Ajm, Ahdi Noomen; Gupta, … - Institut für Volkswirtschaftslehre, … - 2014
The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...
Persistent link: https://www.econbiz.de/10010954818
Saved in:
Cover Image
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
Ben Nasr, Adnen; Lux, Thomas; Ajmi, Ahdi Noomen; Gupta, … - Institut für Volkswirtschaftslehre, … - 2014
The financial crisis has fueled interest in alternatives to traditional asset classes that might be less a ected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...
Persistent link: https://www.econbiz.de/10010958903
Saved in:
Cover Image
Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben; Lux, Thomas; Ajmi, Ahdi Noomen; Gupta, … - 2014
The financial crisis has fueled interest in alternatives to traditional asset classes that might be less a ected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...
Persistent link: https://www.econbiz.de/10010406941
Saved in:
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