Similar Search Results

Commodity futures returns : more memory than you might think!

Coakley, Jerry; Kellard, Neil; Wang, Jian - In: The European journal of finance 22 (2016) 13/15, pp. 1457-1483

Persistent link: https://www.econbiz.de/10011715477

The role of long memory in hedging effectiveness

Coakley, Jerry; Dollery, Jian; Kellard, Neil - In: Computational Statistics & Data Analysis 52 (2008) 6, pp. 3075-3082

A joint fractionally integrated, error-correction and multivariate GARCH (FIEC-BEKK) approach is applied to investigate hedging effectiveness using daily data 1995-2005. The findings reveal the proxied error-correction term has a long memory component that theoretically should affect hedging...

Persistent link: https://www.econbiz.de/10005172732

Bubbling over! : the behaviour of oil futures along the yield curve

Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil - In: Journal of empirical finance 38 (2016), pp. 516-533

Persistent link: https://www.econbiz.de/10011663333

Banks and financial markets in times of uncertainty

Coakley, Jerry; Girardone, Claudia; Kellard, Neil - In: The European journal of finance 26 (2020) 10, pp. 893-896

Persistent link: https://www.econbiz.de/10012207324

Banks and financial markets in times of uncertainty : Essex Business School, University of Essex, 7-8th July 2017

Coakley, Jerry (ed.); Girardone, Claudia (ed.); … - Banks and Financial Markets in Times of Uncertainty … - 2020

Persistent link: https://www.econbiz.de/10012207394

Index tracking and beta arbitrage effects in comovement

Liao, Yixin; Coakley, Jerry; Kellard, Neil - In: International review of financial analysis 83 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013461660

Improving daily occupancy forecasting accuracy for hotels based on EEMD-ARIMA model

Zhang, Gaojun; Wu, Jinfeng; Pan, Bing; Li, Junyi; Ma, Minjie - In: Tourism economics : the business and finance of tourism … 23 (2017) 7, pp. 1496-1514

Persistent link: https://www.econbiz.de/10011772704

Applying reinforcement learning to estimating apartment reference rents

Wang, Jian; Das, Murtaza; Tappert, Stephen - In: Journal of revenue and pricing management 20 (2021) 3, pp. 330-343

Persistent link: https://www.econbiz.de/10012549345

The competitive effects of online reviews on hotel demand

Cho, Sanghoon; Pekgün, Pelin; Janakiraman, Ramkumar; … - In: Journal of marketing 88 (2024) 2, pp. 40-60

Persistent link: https://www.econbiz.de/10014582896

Economic analysis of industrial agglomeration

Wang, Jian - 2018

Persistent link: https://www.econbiz.de/10011783871