//--> //--> //-->
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
~institution:"Department of Economics and Finance, College of Business and Economics"
~subject:"Stochastic process"
~subject:"USA"
~subject:"fractional integration"
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:"long memory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
USA
fractional integration
Long Memory
3
long memory
3
asymmetry
2
cointegration
2
leverage
2
Asymmetric volatility
1
British Industrial Revolution
1
Convergence
1
Dimension reduction
1
EGARCH
1
Factor Model
1
GARCH
1
GJR
1
Granger causality
1
Growth Convergence
1
HAR
1
International tourist arrivals
1
Leverage Effects
1
Long memory
1
Multivariate Stochastic Volatility
1
Pairwise Approach
1
Purchasing Power Parity
1
Realized Volatility
1
Time series
1
Unit roots
1
VAR
1
VARFIMA
1
agricultural commodity futures
1
approximate long memory
1
asymmetric
1
causality
1
cliometrics
1
conditional volatility
1
convergence
1
daily effects
1
efficient importance sampling
1
exchange rates
1
forecasting models and expertise
1
global financial crisis
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Language
All
English
1
Undetermined
1
Author
All
McAleer, Michael
2
Chang, Chia-Lin
1
Oxley, Les
1
Tansuchat, Roengchai
1
Institution
All
Department of Economics and Finance, College of Business and Economics
School of Economics and Management, University of Aarhus
6
Economics Department, Queen's University
4
Erasmus University Rotterdam, Econometric Institute
4
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
CESifo
3
Cowles Foundation for Research in Economics, Yale University
3
Department of Economics, Boston University
3
Facultat d'Economia i Empresa, Universitat de Barcelona
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Department of Economics and Business, Universitat Pompeu Fabra
2
Department of Economics, Rutgers University-New Brunswick
2
Institute of Economic Research, Kyoto University
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Association Française de Cliométrie - AFC
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Department of Economics, Boston College
1
EconWPA
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
HAL
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
1
Tinbergen Institute
1
Tinbergen Instituut
1
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
1
Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
Working Papers in Economics
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling
Long
Memory
Volatility in Agricultural Commodity Futures Returns
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
Department of Economics and Finance, College of …
-
2012
This paper estimates a
long
memory
volatility model for 16 agricultural commodity futures returns from different …
Persistent link: https://www.econbiz.de/10010548109
Saved in:
2
Ten Things We Should Know About Time Series
McAleer, Michael
;
Oxley, Les
-
Department of Economics and Finance, College of …
-
2010
frequency, seasonal and periodic unit roots, analysing fractionally integrated and
long
memory
processes, estimating VARFIMA …
Persistent link: https://www.econbiz.de/10008553000
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->