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Search: subject:"R/S"
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Subject
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Russische SFSR
44
R/S analysis
37
Russland
26
Time series analysis
26
Zeitreihenanalyse
26
long memory
21
Volatility
16
Volatilität
16
persistence
15
Hurst exponent
14
Persistence
14
Russia
14
Sowjetunion
13
fractional integration
13
R/S Analysis
12
Long Memory
11
Stochastic process
11
Stochastischer Prozess
11
Structural break
11
Strukturbruch
11
Theorie
11
Theory
11
ARMA model
10
ARMA-Modell
10
Fractional Integration
10
Geschichte
10
UdSSR
10
Estimation
9
Schätzung
9
Long memory
8
Aktienmarkt
7
Financial market
7
Finanzmarkt
7
Stock market
7
BitCoin
6
USSR
6
VIX
6
Inventory model
5
Lagerhaltungsmodell
5
RSFSR
5
more ...
less ...
Online availability
All
Free
57
Undetermined
44
CC license
5
Type of publication
All
Book / Working Paper
91
Article
76
Journal
1
Type of publication (narrower categories)
All
Working Paper
28
Article in journal
27
Aufsatz in Zeitschrift
27
Graue Literatur
20
Non-commercial literature
20
Arbeitspapier
16
Bibliografie
3
Biografie
3
Festschrift
3
Quelle
3
Amtsdruckschrift
2
Article
2
Bibliografie enthalten
2
Bibliography included
2
Biography
2
Collection of articles of several authors
2
Erlebnisbericht
2
Government document
2
Sammelwerk
2
research-article
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Autobiografie
1
Bibliography
1
Book section
1
Conference proceedings
1
Enzyklopädie
1
Glossar enthalten
1
Glossary included
1
Konferenzschrift
1
Lehrbuch
1
No longer published / No longer aquired
1
Reprint
1
Statistics
1
Statistik
1
Systematic review
1
Textbook
1
Wörterbuch
1
Übersichtsarbeit
1
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Language
All
English
70
Undetermined
54
German
25
Russian
17
French
2
Italian
1
Author
All
Plastun, Alex
29
Caporale, Guglielmo Maria
27
Gil-Alaña, Luis A.
22
Makarenko, Inna
7
Fei, Fangyu
3
Giraitis, Liudas
3
Hall, Peter
3
Härdle, Wolfgang
3
Kleinow, Torsten
3
Kokoszka, Piotr
3
Leipus, Remigijus
3
Lin, Xiaoqiang
3
Meissner, Boris
3
Revell, Jack R. S.
3
Schmidt, Peter
3
Tarim, S. Armagan
3
Teyssière, Gilles
3
Yoon, Seong-Min
3
Assaf, Ata
2
Chan, Wing Hong
2
Gardener, Edward P. M.
2
Gil-Alana, Luis
2
Havrylina, Ahniia
2
Hornik, Kurt
2
Hrynʹko, Hryhorij Fedorovyč
2
Kang, Sang Hoon
2
Katris, Christos
2
Kleiber, Christian
2
Komarudin, M.
2
Leisch, Friedrich
2
Lu, Chenxi
2
Maktouf, Samir
2
Morfaki, Christine
2
Mustofa Usman
2
Perani, Giulio
2
Prestwich, Steven
2
Rossi, Roberto
2
Russel, Edwin
2
Triki, Mohamed Bilel
2
Tripathy, Nalini Prava
2
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Kommunističeskaja Partija Sovetskogo Sojuza
2
Rossijskaja akademija nauk / Institut rossijskoj istorii
2
Russland / Komitet po Statistike
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
American Federation of Labor
1
Bandung Fe Institute
1
Bundesinstitut für Ostwissenschaftliche und Internationale Studien
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centro Argentino de Estudios Internacionales (CAEI)
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of State, U.S.A.
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
Institut Dalʹnego Vostoka
1
Institut Naučnoj Informacii po Obščestvennym Naukam <Moskau>
1
Institut Ėkonomiki i Organizacii Promyšlennogo Proizvodstva <Nowosibirsk>
1
Russische SFSR
1
Russland / Statističeskoe Agentstvo
1
Tichookeanskij Institut Geografii <Wladiwostok> / Kamčatskij Filial
1
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Published in...
All
Physica A: Statistical Mechanics and its Applications
12
ECONOMIA E POLITICA INDUSTRIALE
9
CESifo Working Paper
6
CESifo working papers
6
MPRA Paper
6
Economics and finance working paper series
4
DIW Discussion Papers
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Aus Politik und Zeitgeschichte : APuZ
2
Berichte des Bundesinstituts für Ostwissenschaftliche und Internationale Studien
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
European journal of operational research : EJOR
2
International Journal of Energy Economics and Policy : IJEEP
2
SFB 373 Discussion Paper
2
SFB 373 Discussion Papers
2
Statistical Inference for Stochastic Processes
2
Acta Universitatis Nicolai Copernici, Ekonomia
1
Applied Econometrics
1
Bibliothek der Kommunistischen Internationale
1
Business ethics : a European review
1
CIRANO Working Papers
1
CORE Discussion Papers
1
Cahier de l'IDHEAP
1
Circular Economy and Sustainability
1
Cogent economics & finance
1
Departmental Working Papers / Bandung Fe Institute
1
Economic Modelling
1
Economic modelling
1
Economics Letters
1
Empirical Economics
1
FINANCIAL REPORTING
1
Finance research letters
1
HSC Research Reports
1
International Journal of Computational Economics and Econometrics
1
International Journal of Emerging Markets
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of computational economics and econometrics
1
International journal of economics and financial issues : IJEFI
1
International journal of emerging markets
1
International journal of intelligent enterprise : IJIE
1
more ...
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Source
All
ECONIS (ZBW)
95
RePEc
55
EconStor
14
Other ZBW resources
2
BASE
1
USB Cologne (EcoSocSci)
1
Showing
21
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168
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21
Is Market Fear Persistent? A Long-Memory Analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis
;
Plastun, Alex
-
2017
This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (
R/S
…
Persistent link: https://www.econbiz.de/10011698701
Saved in:
22
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
This paper examines persistence in the cryptocurrency market. Two different longmemory methods (
R/S
analysis and …
Persistent link: https://www.econbiz.de/10011776504
Saved in:
23
Persistence in the Cryptocurrency Market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
This paper examines persistence in the cryptocurrency market. Two different long-memory methods (
R/S
analysis and …
Persistent link: https://www.econbiz.de/10011794150
Saved in:
24
Long memory and data frequency in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
2000 to 2016 using two different long memory approaches (
R/S
analysis and fractional integration) for robustness purposes …
Persistent link: https://www.econbiz.de/10011622025
Saved in:
25
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
26
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893899
Saved in:
27
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (
R/S
…
Persistent link: https://www.econbiz.de/10011664417
Saved in:
28
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (
R/S
…
Persistent link: https://www.econbiz.de/10011669019
Saved in:
29
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
This paper examines persistence in the cryptocurrency market. Two different longmemory methods (
R/S
analysis and …
Persistent link: https://www.econbiz.de/10011771626
Saved in:
30
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
This paper examines persistence in the cryptocurrency market. Two different long-memory methods (
R/S
analysis and …
Persistent link: https://www.econbiz.de/10011780599
Saved in:
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