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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
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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 1 - 10 of 168
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Characterization and prediction of the Ghana stock exchange composite index utilizing Bayesian stochastic volatility models
Tweneboah, Osei Kofi; Ohene-Obeng, Kwesi A.; Mariani, … - 2025
characterize the GSE-CI using advanced analytical tools such as the Hurst exponent and R/S analysis to uncover its fractal …
Persistent link: https://www.econbiz.de/10015331109
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A simulation optimization approach for weight valuation in analytic hierarchy process
Xiao, Hui; Zeng, Sha; Peng, Yi; Kou, Gang - In: European journal of operational research : EJOR 321 (2025) 3, pp. 851-864
Persistent link: https://www.econbiz.de/10015409932
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Persistence in high frequency financial data : the case of the EuroStoxx 50 futures prices
Caporale, Guglielmo Maria; Plastun, Alex - In: Cogent economics & finance 12 (2024) 1, pp. 1-9
trade records) using R/S analysis and the Hurst exponent as a measure of persistence. The results show that persistence is …
Persistent link: https://www.econbiz.de/10015394356
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Resource-Efficient Gigawatt Water Electrolysis in Germany—A Circular Economy Potential Analysis
Matz, Levin; Bensmann, Boris; Hanke-Rauschenbach, Richard; … - In: Circular Economy and Sustainability 4 (2024) 2, pp. 1153-1182
Green hydrogen will play a key role in the future energy system. For the production of green hydrogen, an installation of alkaline (AWE) and proton exchange membrane water electrolysis (PEMWE) of several gigawatts per year is projected in the upcoming decades. The development of the hydrogen...
Persistent link: https://www.econbiz.de/10015399571
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Regular and urgent ordering with lateral transshipment in a distribution network with stochastic pre-ordered and peddling demands
Chalida Donjuk; Jirajat Settasuk; Po-ngarm Somkun - In: The Asian Journal of Shipping and Logistics 41 (2025) 1, pp. 61-74
We propose inventory replenishment and lateral transshipment policies for a distribution network. The distribution centers place weekly regular orders and daily urgent orders to the factory. Two classes of stochastic demands, pre-ordered and peddling, cause either backlogging or lost sales when...
Persistent link: https://www.econbiz.de/10015357861
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Persistence in High Frequency Financial Data
Caporale, Guglielmo Maria; Plastun, Alex - 2022
the EuroStoxx 50 futures over the period from 2002 to 2018 (720 million trade records) using R/S analysis and the Hurst …
Persistent link: https://www.econbiz.de/10013470304
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Persistence in the Passion Investment Market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2022
This paper uses R/S analysis and fractional integration techniques to investigate persistence in the passion investment … Carat indices) or even random (Polished Prices Diamond Index). The dynamic R/S analysis also shows that persistence is time …
Persistent link: https://www.econbiz.de/10013177620
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Persistence in the passion investment market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2022
This paper uses R/S analysis and fractional integration techniques to investigate persistence in the passion investment … Carat indices) or even random (Polished Prices Diamond Index). The dynamic R/S analysis also shows that persistence is time …
Persistent link: https://www.econbiz.de/10012821953
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Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance : JEF 46 (2022) 4, pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
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Cover Image
Persistence in high frequency financial data
Caporale, Guglielmo Maria; Plastun, Alex - 2022
the EuroStoxx 50 futures over the period from 2002 to 2018 (720 million trade records) using R/S analysis and the Hurst …
Persistent link: https://www.econbiz.de/10013419363
Saved in:
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