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Search: subject:"Short memory"
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short memory
13
Theorie
11
Theory
11
Time series analysis
10
Zeitreihenanalyse
10
ARMA model
7
ARMA-Modell
7
Short memory
6
long memory
6
ARFIMA
5
Long memory
5
Börsenkurs
4
Share price
4
Short Memory in Mean
4
Constructive methods
3
Einheitswurzeltest
3
Estimation
3
Estimation theory
3
Long memory process
3
Max Half-Life
3
Max Quarter-Life
3
Persistence
3
Purchasing Power Parity
3
Real Exchange Rate
3
Schätztheorie
3
Schätzung
3
Short-Memory in Distribution
3
Stochastic games
3
Stochastic process
3
Stochastischer Prozess
3
Supermodular games
3
Unit root test
3
stochastic volatility
3
1)
2
ARCH model
2
ARCH-Modell
2
Additive noise
2
Aktienmarkt
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2
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Undetermined
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Free
13
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Article
26
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13
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English
21
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Kim, Hyeongwoo
7
Ryu, Deockhyun
7
Woźny, Łukasz
3
Balbus, Lukasz
2
Hou, Jie
2
Ijasan, Kolawole
2
Lu, Zhiping
2
Mensah, Jones Odei
2
Morana, Claudio
2
Onour, Ibrahim A.
2
Perron, Pierre
2
Schmidt, Peter
2
Amsler, Christine
1
Amsler, Christine Elaine
1
Astorkiza, Kepa
1
Balbus, Łukasz
1
Beran, Jan
1
Boutahar, Mohamed
1
Canarella, Giorgio
1
Chen, Zhanshou
1
Cheng, Xu
1
Cho, Cheol-Keun
1
Diao, Xundi
1
El Abed, Riadh
1
El Ansari, Rym Charef
1
Gao, Jie
1
Gil-Alaña, Luis A.
1
Guegan, Dominique
1
Gupta, Rangan
1
Guégan, Dominique
1
Hassler, Uwe
1
Hillebrand, Eric
1
Jacquier, Éric
1
Kang, Zhixin
1
Li, Fuxiao
1
Ling, Shiqing
1
Makogin, Vitalii
1
Martin, Gael M.
1
Miller, Stephen M.
1
Nadarajah, K.
1
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Department of Economics, Auburn University
3
Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Cowles Foundation for Research in Economics, Yale University
1
EconWPA
1
HAL
1
London School of Economics (LSE)
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
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Auburn Economics Working Paper Series
3
Journal of econometrics
3
Dynamic games and applications : DGA
2
International Journal of Monetary Economics and Finance
2
Working Papers / Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
2
Working paper series / Department of Economics, Auburn University
2
Applied economics
1
Applied economics letters
1
CIRANO Working Papers
1
Cowles Foundation Discussion Papers
1
Documents de travail du Centre d'Economie de la Sorbonne
1
Dynamic Games and Applications
1
Econometrics
1
Economic modelling
1
Economics Letters
1
Economics letters
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International review of economics & finance : IREF
1
Journal of Applied Statistics
1
Journal of Econometric Methods
1
Journal of Econometrics
1
Journal of Property Investment & Finance
1
Journal of Time Series Analysis
1
Journal of property investment & finance
1
LSE Research Online Documents on Economics
1
Physica A: Statistical Mechanics and its Applications
1
Post-Print / HAL
1
STICERD - Econometrics Paper Series
1
Stochastic Processes and their Applications
1
The Journal of Real Estate Finance and Economics
1
The Singapore Economic Review (SER)
1
Theoretical and applied economics : GAER review
1
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RePEc
22
ECONIS (ZBW)
16
Other ZBW resources
2
EconStor
1
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41
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1
A test for change points under the roughness of stochastic volatility : the case of the VIX index
Zhu, Qinwen
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Applied economics letters
32
(
2025
)
7
,
pp. 951-959
Persistent link: https://www.econbiz.de/10015444594
Saved in:
2
Long range dependence for stable random processes
Makogin, Vitalii
;
Oesting, Marco
;
Rapp, Albert
; …
- In:
Journal of Time Series Analysis
42
(
2021
)
2
,
pp. 161-185
We investigate long and
short
memory
in α-stable moving averages and max-stable processes with α-Fréchet marginal …
Persistent link: https://www.econbiz.de/10012428900
Saved in:
3
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
-
2015
Persistent link: https://www.econbiz.de/10011406641
Saved in:
4
A nonparametric study of real exchange rate persistence over a century
Kim, Hyeongwoo
;
Ryu, Deockhyun
-
2014
Persistent link: https://www.econbiz.de/10010512598
Saved in:
5
A Nonparametric Study of Real Exchange Rate Persistence over a Century
Kim, Hyeongwoo
;
Ryu, Deockhyun
-
Department of Economics, Auburn University
-
2014
short
memory
in mean (SMM) and the
short
memory
in distribution (SMD). We found substantially shorter maximum half-life (MHL …
Persistent link: https://www.econbiz.de/10011094585
Saved in:
6
A Nonparametric Study of Real Exchange Rate Persistence over a Century
Kim, Hyeongwoo
;
Ryu, Deockhyun
-
Department of Economics, Auburn University
-
2013
short
memory
in mean (SMM) and the
short
memory
in distribution (SMD). We found substantially shorter maximum half-life (MHL …
Persistent link: https://www.econbiz.de/10010862348
Saved in:
7
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
-
Department of Economics, Auburn University
-
2013
relative stock price that are based on two statistical notions: the
short
memory
in mean (SMM) and the
short
memory
in …
Persistent link: https://www.econbiz.de/10010862364
Saved in:
8
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
9
The dependence and dynamic correlation between Islamic and conventional insurances and stock market : a multivariate
short
memory
approach
El Ansari, Rym Charef
;
El Abed, Riadh
- In:
Theoretical and applied economics : GAER review
27
(
2020
)
3/624
,
pp. 213-222
Persistent link: https://www.econbiz.de/10012671926
Saved in:
10
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
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