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ECONIS (ZBW)
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1
Modeling and forecasting firm-specific volatility : the role of asymmetry and
long-memory
González-Pla, Francisco
;
Lovreta, Lidija
- In:
Finance research letters
48
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013463084
Saved in:
2
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
3
On
long
memory
effects in the volatility measure of Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer
;
Peiris, Shelton
- In:
Finance research letters
28
(
2019
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012388019
Saved in:
4
Structural breaks and double
long
memory
of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
5
Risk transmission between natural gas market and stock markets : portfolio and hedging strategy analysis
Lin, Ling
;
Zhou, Zhongbao
;
Liu, Qing
;
Jiang, Yong
- In:
Finance research letters
29
(
2019
),
pp. 245-254
Persistent link: https://www.econbiz.de/10012419082
Saved in:
6
Fast fractional differencing in modeling
long
memory
of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
Saved in:
7
Dynamic correlation of precious metals and flight-to-quality in developed markets
Klein, Tony
- In:
Finance research letters
23
(
2017
),
pp. 283-290
Persistent link: https://www.econbiz.de/10011808418
Saved in:
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