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Search: subject:"Short memory"
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short memory
12
Theorie
10
Theory
10
Time series analysis
9
Zeitreihenanalyse
9
ARMA model
7
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7
Short memory
6
long memory
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5
Short Memory in Mean
4
Börsenkurs
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Max Half-Life
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3
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Short-Memory in Distribution
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1)
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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
El Abed, Riadh
1
El Ansari, Rym Charef
1
Gao, Jie
1
Gil-Alaña, Luis A.
1
Guegan, Dominique
1
Gupta, Rangan
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1
Hassler, Uwe
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Hillebrand, Eric
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Jacquier, Éric
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Kang, Zhixin
1
Li, Fuxiao
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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
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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International Journal of Monetary Economics and Finance
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Journal of Econometrics
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Journal of Property Investment & Finance
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Journal of Time Series Analysis
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LSE Research Online Documents on Economics
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Physica A: Statistical Mechanics and its Applications
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Post-Print / HAL
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STICERD - Econometrics Paper Series
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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
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RePEc
22
ECONIS (ZBW)
15
Other ZBW resources
2
EconStor
1
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date (oldest first)
1
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:
2
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:
3
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:
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
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:
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 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:
9
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
Saved in:
10
A nonparametric study of real exchange rate persistence over a century
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011542192
Saved in:
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