//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Share price"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"fractional cointegration"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Share price
fractional cointegration
151
Kointegration
146
Fractional cointegration
139
Cointegration
138
Schätzung
107
Estimation
102
Zeitreihenanalyse
76
Time series analysis
72
long memory
47
fractional integration
44
Theorie
40
Fractional Cointegration
39
Börsenkurs
34
Theory
34
Long memory
32
USA
28
Schätztheorie
25
United States
23
VAR model
23
Aktienmarkt
22
Estimation theory
22
Stock market
22
Volatility
22
Volatilität
22
VAR-Modell
20
Großbritannien
17
United Kingdom
17
EU-Staaten
16
Forecasting model
16
Prognoseverfahren
16
cointegration rank
16
EU countries
15
Fractional integration
15
Long Memory
14
vector autoregressive model
13
futures markets
12
realized volatility
12
vector error correction model
12
Deutschland
11
more ...
less ...
Online availability
All
Undetermined
15
Free
12
Type of publication
All
Article
22
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
10
Working Paper
10
Aufsatzsammlung
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
33
Author
All
Gil-Alaña, Luis A.
10
Caporale, Guglielmo Maria
7
Xu, Ke
7
Dolatabadi, Sepideh
4
Nielsen, Morten Ørregaard
4
Orlando, C. James
3
You, Kefei
3
Caporin, Massimiliano
2
Ranaldo, Angelo
2
Santucci de Magistris, Paolo
2
Yaya, OlaOluwa S.
2
Abakah, Emmanuel Joel Aikins
1
Akinsomi, Omokolade
1
Baruník, Jozef
1
Becker, Janis
1
Bollerslev, Tim
1
Boubaker, Heni
1
Cao, Zeyang
1
Chen, Jian
1
Chen, Yu-Lun
1
Chou, Heng-chih
1
Clements, Adam
1
Coskun, Yener
1
Dittmann, Ingolf
1
Dvořáková, Sylvie
1
Forte, Santiago
1
Ghadhab, Imen
1
González López-Valcárcel, Beatriz
1
Guesmi, Khaled
1
Huang, Teng-Ching
1
Huang, Yilong
1
Hurn, Stan
1
Keddad, Benjamin
1
Lai, Van Son
1
Liu, Hsiang-hsi
1
Lovreta, Lidija
1
Maciel, Leandro
1
Narayan, Paresh Kumar
1
Orlando, James C.
1
Osterrieder, Daniela
1
more ...
less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover
1
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
4
CESifo working papers
2
Economic modelling
2
Economics and finance working paper series
2
Finance research letters
2
Journal of banking & finance
2
Queen's Economics Department working paper
2
CREATES research paper
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of economic integration
1
Journal of financial economics
1
Journal of international money and finance
1
Open economies review
1
Research in international business and finance
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The journal of futures markets
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Investigating volatility transmission across international equity markets using multivariate fractional models
Saâdaoui, Foued
;
Ghadhab, Imen
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2139-2157
Persistent link: https://www.econbiz.de/10014259113
Saved in:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
3
Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng
;
Chen, Jian
;
Song, Victor
;
Xu, Ke
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013413582
Saved in:
4
Fractional
cointegration
and price discovery in Canadian commodities
Xu, Ke
;
Stewart, Kenneth G.
;
Cao, Zeyang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014225743
Saved in:
5
Stock market linkages between the ASEAN countries, China and the US : a
fractional
cointegration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
monthly) are analysed using fractional integration and
fractional
cointegration
methods. Further, recursive cointegration …
Persistent link: https://www.econbiz.de/10011982404
Saved in:
6
Stock market linkages between the ASEAN countries, China and the US : a
fractional
cointegration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
7
The impact of RMB's SDR inclusion on price discovery in onshore-offshore markets
Chen, Yu-Lun
;
Xu, Ke
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820935
Saved in:
8
Value at risk and return in Chinese and the US stock markets : double long memory and
fractional
cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
Saved in:
9
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
10
Technical analysis based on high and low stock prices forecasts : evidence for Brazil using a fractionally cointegrated VAR model
Maciel, Leandro
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1513-1540
Persistent link: https://www.econbiz.de/10012219651
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->