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  • Search: subject:"R/S"
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Year of publication
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
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Online availability
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Free 57 Undetermined 44 CC license 5
Type of publication
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Book / Working Paper 91 Article 76 Journal 1
Type of publication (narrower categories)
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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
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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
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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...
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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
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Source
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ECONIS (ZBW) 95 RePEc 55 EconStor 14 Other ZBW resources 2 BASE 1 USB Cologne (EcoSocSci) 1
Showing 31 - 40 of 168
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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/10011619594
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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/10011619676
Saved in:
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Long memory and data frequency in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2017
Persistent link: https://www.econbiz.de/10011656648
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ОЦЕНКА ЦИКЛИЧЕСКИХ ХАРАКТЕРИСТИК ИНВЕСТИЦИОННОЙ ДЕЯТЕЛЬНОСТИ БАНКОВ С ПОМОЩЬЮ ФРАКТАЛЬНОГО АНАЛИЗА
ИВАНОВНА, БОБЫРЬ ОЛЬГА; … - In: Проблемы экономики (2014) 3, pp. 340-348
деятельности банков Украины было предложено воспользоваться методом R/S-анализа. В результате исследования на примере временного …
Persistent link: https://www.econbiz.de/10011270286
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Investing in R&D in italy: trends and firms’ strategies, 2001-2010
Bonaccorsi, Andrea; Perani, Giulio - In: ECONOMIA E POLITICA INDUSTRIALE 2014/3 (2014) 3, pp. 65-107
The subject of this article is the analysis of the Italian business R&D expenditure over the 2001-2010 period. Two main features make the Italian case interesting in international comparisons: first, the country has not been able to catch up with the average level of business R&D expenditure in...
Persistent link: https://www.econbiz.de/10010943294
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Random or deterministic? : evidence from Indian stock market
Bora, Ivani; Tripathy, Nalini Prava - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1716-1721
Persistent link: https://www.econbiz.de/10011775340
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Stochastic dynamic programming heuristic for the (R,s,S) policy parameters computation
Visentin, Andrea; Prestwich, Steven; Rossi, Roberto; … - In: Computers & operations research : and their … 158 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014446194
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Long range dependence and structural breaks in the gold markets
Chong, Terence Tai-Leung; Lu, Chenxi; Chan, Wing Hong - In: The Singapore economic review : journal of the Economic … 65 (2020) 2, pp. 257-273
Persistent link: https://www.econbiz.de/10012497160
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Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009
Mynhardt, H. R.; Plastun, Alex; Makarenko, Inna - Volkswirtschaftliche Fakultät, … - 2014
This paper examines the behavior of financial markets efficiency during the recent financial market crisis. Using the Hurst exponent as a criterion of market efficiency we show that level of market efficiency is different for pre-crisis and crisis periods. We also classify financial markets of...
Persistent link: https://www.econbiz.de/10011107740
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ПЕРСПЕКТИВИ ЗАСТОСУВАННЯ ФРАКТАЛЬНОГО АНАЛІЗУ НА ВАЛЮТНОМУ РИНКУ УКРАЇНИ
Ігорівна, Крицун Катерина - In: Вісник Киiвського … (2014) 3
В статье представлены результаты исследования предмета маркетинга как объекта научного познания. В ходе исследования была проведена систематизация...
Persistent link: https://www.econbiz.de/10011234564
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