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Fraktale, Long Memory und Aktienkurse : eine statistische Analyse für den deutschen Aktienmarkt

Barth, Wolfgang - 1996

Persistent link: https://www.econbiz.de/10000930705

Long memory in foreign exchange rates revisited

Tschernig, Rolf - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 53-78

Persistent link: https://www.econbiz.de/10001508144

Forecasting exchange rates : some time series evidence

Kamaiah, Bandi; Nandakumar, Parameswar; Pradhan, Hemanta K. - 1988

Persistent link: https://www.econbiz.de/10000829123

SEMIFAR forecasts, with applications to foreign exchange rates

Beran, Jan; Ocker, Dirk - 1999

Persistent link: https://www.econbiz.de/10001387125

SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices

Beran, Jan (contributor) - 1999

Persistent link: https://www.econbiz.de/10001387141

Long memory in the R$, US$ exchange rate : a robust analysis

Laurini, Márcio Poletti; Portugal, Marcelo Savino - In: Brazilian review of econometrics : the review of the … 24 (2004) 1, pp. 109-147

Persistent link: https://www.econbiz.de/10003116247

Forecasting Implied Volatility in Foreign Exchange Markets : A Functional Times Series Approach

Kearney, Fearghal - 2016

We utilise functional time series (FTS) techniques to characterise and forecast implied volatility in foreign exchange markets. In particular, we examine the daily implied volatility curves of FX options, namely; EUR-USD, EUR-GBP, and EUR-JPY. Based on existing techniques in the literature, the...

Persistent link: https://www.econbiz.de/10013004985

Long memory, spurious memory : persistence in range-based volatility of exchange rates

Afzal, Alia; Sibbertsen, Philipp - In: Open economies review 34 (2023) 4, pp. 789-811

Persistent link: https://www.econbiz.de/10014383572

Vagaries of the Euro : an introduction to ARIMA modeling

Weisang, Guillaume; Awazu, Yukika - In: Case studies in business, industry and government … 2 (2008/2009) 1, pp. 45-55

Persistent link: https://www.econbiz.de/10003966954

Long memory and volatility dynamics in the US dollar exchange rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Multinational finance journal : MF ; quarterly … 16 (2012) 1/2, pp. 105-136

Persistent link: https://www.econbiz.de/10010257552