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Volatility in the mid-cap and small-cap equity market : a case study based on BSE mid-cap index and BSE small-cap index
Sikdar, Avijit - In: Research bulletin / The Institute of Cost Accountants … 44 (2018) 2, pp. 120-158
Persistent link: https://www.econbiz.de/10012130197
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Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida; Boubaker, Heni; Belkacem, Lotfi - In: Computational economics 58 (2021) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
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A new look at Cryptocurrencies
Phillip, Andrew; Chan, Jennifer S. K.; Peiris, Shelton - In: Economics letters 163 (2018), pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
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Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp; Venetis, Ioannis - 2003
Persistent link: https://www.econbiz.de/10001813104
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Fractional integration with Bloomfield disturbances in the specification of real output in the G7 countries
Gil-Alaña, Luis A. (contributor) - In: Topics in macroeconomics 3 (2003) 1
Persistent link: https://www.econbiz.de/10001800507
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Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter M.; Henry, Marc - In: Journal of econometrics 114 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
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A simple model that generates stylized facts of returns
Yoon, Gawon - 2003
Persistent link: https://www.econbiz.de/10001753302
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Higher-order kernel semiparametric m-estimation of long memory
Robinson, Peter M.; Henry, Marc - 2002
Persistent link: https://www.econbiz.de/10001712428
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Mean reversion of short run interest rates in emerging countries
Candelon, Bertrand; Gil-Alaña, Luis A. - 2002
Persistent link: https://www.econbiz.de/10001720576
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Long memory in the Finnish stock market
Tolvi, Jussi - 2002
Persistent link: https://www.econbiz.de/10001722254