//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Kapitaleinkommen"
~person:"Gil-Alaña, Luis A."
~person:"Rodriguez, Gabriel"
~subject:"Börsenkurs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARFIMA-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Börsenkurs
ARMA model
28
ARMA-Modell
28
Time series analysis
17
Zeitreihenanalyse
17
Großbritannien
10
Theorie
10
Theory
10
United Kingdom
10
USA
8
United States
8
Aktienmarkt
5
Arbeitslosigkeit
5
Estimation
5
France
5
Frankreich
5
Inflation
5
Long memory
5
Schätzung
5
Stock market
5
Unemployment
5
ARCH model
4
ARCH-Modell
4
Business cycle
4
Einheitswurzeltest
4
Konjunktur
4
Structural break
4
Strukturbruch
4
Unit root test
4
Volatility
4
Volatilität
4
ARFIMA models
3
Capital income
3
Devisenmarkt
3
Exchange rate
3
Foreign exchange market
3
Share price
3
Wechselkurs
3
long-memory
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Gil-Alaña, Luis A.
Rodriguez, Gabriel
Liesenfeld, Roman
6
Hoesli, Martin
4
Serrano, Camilo
4
Golosnoy, Vasyl
3
Gribisch, Bastian
3
Pohlmeier, Winfried
3
Sibbertsen, Philipp
3
Abaoub, Ezzeddine
2
Balcilar, Mehmet
2
Beran, Jan
2
Bhardwaj, Geetesh
2
Breitung, Jörg
2
Chen, Shiyi
2
Fatnassi, Latifa
2
Gerhard, Frank
2
Hafner, Christian M.
2
Hautsch, Nikolaus
2
Hecq, Alain W. J.
2
Hwang, Soosung
2
Jeong, Kiho
2
Laurent, Sébastien
2
Li, Handong
2
Ojeda Cunya, Junior Alex
2
Olubusoye, Olusanya E.
2
Palm, Franz C.
2
Prokopczuk, Marcel
2
Swanson, Norman R.
2
Tripathy, Trilochan
2
Ye, Xunyu
2
Zakamulin, Valeriy
2
Adongo, Jonathan
1
Afzal, Alia
1
Ahmed, Wajid Shakeel
1
Al-Najjar, Dania
1
Al-Najjar, Hazem
1
Al-Rousan, Nadia
1
Alam, Jennifar
1
Amani, Farzaneh
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
2
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
3
Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
Saved in:
4
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
5
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
6
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->