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~accessRights:"free"
~person:"Chang, Chia-Lin"
~person:"Feng, Yuanhua"
~person:"Robinson, Peter M."
~subject:"Time series analysis"
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Search: subject:"memory"
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Time series analysis
long memory
22
Theorie
10
Nichtparametrisches Verfahren
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8
Zeitreihenanalyse
8
Long memory
7
Nonparametric statistics
6
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asymmetry
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exchange rates
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leverage
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antipersistence
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asymmetric
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conditional volatility
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global financial crisis
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agricultural commodity futures
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bandwidth selection
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Estimation theory
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Chang, Chia-Lin
Feng, Yuanhua
Robinson, Peter M.
Gil-Alaña, Luis A.
54
Caporale, Guglielmo Maria
53
Sibbertsen, Philipp
27
Leschinski, Christian
14
Plastun, Alex
14
Iacone, Fabrizio
5
Prokopczuk, Marcel
5
Lovcha, Yuliya
4
Martin, Gael M.
4
Nguyen, Duc Binh Benno
4
Nielsen, Morten Ørregaard
4
Phillips, Peter C. B.
4
Poskitt, Donald Stephen
4
Wenger, Kai
4
Yu, Jun
4
Asai, Manabu
3
Baruník, Jozef
3
Beran, Jan
3
Busch, Marie
3
Carcel, Hector
3
Gupta, Rangan
3
Infante, Juan
3
Koopman, Siem Jan
3
Letmathe, Sebastian
3
Makarenko, Inna
3
Martin-Valmayor, Miguel
3
Nadarajah, K.
3
Ooms, Marius
3
Rio, Marta del
3
Taylor, Robert
3
Vera-Valdés, J. Eduardo
3
Weigand, Roland
3
Adekoya, Oluwasegun B.
2
Balibey, Mesut
2
Becker, Janis
2
Boubaker, Heni
2
Caporin, Massimiliano
2
Carnero, M. Angeles
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Chen Zhou
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ECONIS (ZBW)
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1
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long
memory
time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
Saved in:
2
An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
;
Beran, Jan
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628648
Saved in:
3
Semiparametric GARCH models with long
memory
applied to value at risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
-
2021
Persistent link: https://www.econbiz.de/10012508951
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long
memory
and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
covariances that incorporates asymmetry and long
memory
(hereafter the RMESV-ALM model). The matrix exponential transformation …
Persistent link: https://www.econbiz.de/10011536626
Saved in:
5
An iterative plug-in algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
-
2015
Persistent link: https://www.econbiz.de/10010484911
Saved in:
6
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010194513
Saved in:
7
Local polynomial estimation with a FARIMA-GARCH error process
Beran, Jan
;
Feng, Yuanhua
-
1999
memory
under very weak conditions. Asymptotic results on ĝ (v) in the presentation of long
memory
as well as antipersistence …
Persistent link: https://www.econbiz.de/10011544427
Saved in:
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