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Search: subject_exact:"ARFIMA-Modell"
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Journal of banking & finance
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International journal of forecasting
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1
Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
2
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
3
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
4
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
5
Detecting insider trading : the theory and validation in Korea Exchange
Park, Young S.
;
Lee, Jaehyun
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2110-2120
Persistent link: https://www.econbiz.de/10008732107
Saved in:
6
Improving VWAP strategies : a dynamic volume approach
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10003774720
Saved in:
7
Dynamics of realized volatilities and correlations : an empirical study
Ferland, René
;
Lalancette, Simon
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
Saved in:
8
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
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