//--> //--> //-->
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:"Stochastischer Prozess"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Rodriguez, Gabriel"
~subject:"Volatility"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
ARCH model
1
ARCH-Modell
1
ARFIMA models
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Börsenkurs
1
Density forecasts
1
Devisenmarkt
1
Exchange rate
1
Forecasting model
1
Foreign exchange market
1
Latin-American stock and Forex markets volatility
1
Long memory
1
Prognoseverfahren
1
Random level shifts
1
Share price
1
Stock market
1
Theorie
1
Theory
1
Time series analysis
1
Value-at-Risk
1
Volatilität
1
Wechselkurs
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Rodriguez, Gabriel
Chang, Hung-Chou
1
Chen, An-sing
1
Cheng, Lee-Young
1
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->