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subject:"Stochastischer Prozess"
~person:"Rodriguez, Gabriel"
~person:"Ye, Xunyu"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"ARFIMA-Modell"
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Stochastischer Prozess
Volatility
ARMA model
5
ARMA-Modell
5
Time series analysis
5
Volatilität
5
Zeitreihenanalyse
5
ARCH model
3
ARCH-Modell
3
ARFIMA models
3
Börsenkurs
3
Exchange rate
3
Forecasting model
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Prognoseverfahren
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Share price
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Theorie
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Theory
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Capital income
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Foreign exchange market
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Kapitaleinkommen
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Long memory
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Stock market
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long memory
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7901 05-05-14; 7835/0206
1
ARFIMA
1
CGARCH models
1
China
1
Density forecasts
1
FIGARCH model
1
GARCH model
1
GARCH models
1
Handelsvolumen der Börse
1
High-frequency volatility
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Intraday volume
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Kalman filter
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Lateinamerika
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Latin America
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Latin American Forex Markets
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Article in journal
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English
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Rodriguez, Gabriel
Ye, Xunyu
Péguin-Feissolle, Anne
4
Dufrénot, Gilles
3
Yu, Jun
3
Asai, Manabu
2
Baillie, Richard
2
Boubaker, Heni
2
Chan, Joshua
2
Gandali Alikhani, Nadiya
2
Guégan, Dominique
2
Li, Handong
2
Liesenfeld, Roman
2
McAleer, Michael
2
Naderi, Esmaeil
2
Ojeda Cunya, Junior Alex
2
Peiris, Shelton
2
Sibbertsen, Philipp
2
Acar Boyacioglu, Melek
1
Accioly, Victor Bello
1
Afzal, Alia
1
Ahmad, Eatzaz
1
Ahmed, Wajid Shakeel
1
Ali, Md Zulficar
1
Ali, Sheena Naz
1
Allen, David E.
1
Alptekin, Volkan
1
AlـGounmeein, Remal Shaher
1
Amiri, Ashkan
1
Arranz, Miguel A.
1
Asaleye, Abiola John
1
Atabek Demirhan, Aslıhan
1
Babajide, Abiola
1
Bachaya, Allah
1
Balibey, Mesut
1
Barrientos, Jorge Hugo
1
Beechey, Meredith Jane
1
Beltratti, Andrea
1
Benth, Fred Espen
1
Bhattacharya, Mousumi
1
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Economic modelling
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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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
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:
4
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
Saved in:
5
Forecasting trading volume in the Chinese stock market based on the dynamic VWAP
Ye, Xunyu
;
Yan, Rui
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 125-144
Persistent link: https://www.econbiz.de/10010347331
Saved in:
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