//--> //--> //--> //-->
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
~isPartOf:"Economics and finance working paper series"
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:"long-memory"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
15
Zeitreihenanalyse
15
Estimation
9
Schätzung
9
long memory
6
Theorie
5
Theory
5
Volatility
5
Volatilität
5
Aktienmarkt
4
Fractional Integration
4
Long Memory
4
Persistence
4
R/S Analysis
4
Stock market
4
Börsenkurs
3
Capital income
3
Cointegration
3
Großbritannien
3
Kapitaleinkommen
3
Kointegration
3
Long memory
3
Share price
3
Structural break
3
Strukturbruch
3
United Kingdom
3
fractional integration
3
ARCH model
2
ARCH-Modell
2
Arbeitslosigkeit
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Fractional integration
2
Interest rate
2
Multivariate Analyse
2
Multivariate analysis
2
National income
2
Nationaleinkommen
2
Ukraine
2
Unemployment
2
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
15
Author
All
Caporale, Guglielmo Maria
15
Gil-Alaña, Luis A.
14
Plastun, Alex
4
Lovcha, Yuliya
2
Balparda, Borja
1
Carcel, Hector
1
Makarenko, Inna
1
Tripathy, Trilochan
1
Škare, Marinko
1
more ...
less ...
Published in...
All
Economics and finance working paper series
Physica A: Statistical Mechanics and its Applications
46
Hannover Economic Papers (HEP)
35
CESifo Working Paper
31
MPRA Paper
31
CREATES Research Papers
28
CESifo working papers
25
STICERD - Econometrics Paper Series
25
Studies in Nonlinear Dynamics & Econometrics
25
Journal of econometrics
24
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
23
Econometrics
23
Post-Print / HAL
21
Cowles Foundation Discussion Papers
20
LSE Research Online Documents on Economics
20
Working Paper
20
Applied economics
18
Economic modelling
18
DIW Discussion Papers
17
Energy economics
17
Working Papers / HAL
17
Boston College Working Papers in Economics
15
Discussion paper / Tinbergen Institute
15
Economics letters
15
Research in international business and finance
15
Tinbergen Institute Discussion Paper
15
Econometric Institute Research Papers
14
SFB 373 Discussion Paper
14
SFB 373 Discussion Papers
14
Tinbergen Institute Discussion Papers
14
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
14
Finance research letters
13
Diskussionsbeitrag
12
Econometric Institute Report
12
Empirical Economics
12
International review of financial analysis
12
Monash Econometrics and Business Statistics Working Papers
12
Queen's Economics Department Working Paper
12
Working Papers / Economics Department, Queen's University
12
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
12
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
3
Is market fear persistent? : a
long-memory
analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
4
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
5
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893899
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
7
Long
memory
and data frequency in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011656648
Saved in:
8
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
9
The Kenyan stock market : inefficiency,
long
memory
, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
10
Long
memory
in UK real GDP, 1851 - 2013 : an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
Persistent link: https://www.econbiz.de/10010402692
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->