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~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Portuguese economic journal"
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Search: subject_exact:"Autoregressive moving average"
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Annales d'économie et de statistique
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
10
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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
Does final energy demand in Portugal exhibit long memory? : a fractional integration analysis
Belbute, José M.
;
Pereira, Alfredo M.
- In:
Portuguese economic journal
15
(
2016
)
2
,
pp. 59-77
Persistent link: https://www.econbiz.de/10011556446
Saved in:
3
Central bank FOREX interventions assessed using realized moments
Beine, Michel
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 112-127
Persistent link: https://www.econbiz.de/10003797277
Saved in:
4
Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
Saved in:
5
Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Journal of international financial markets, …
15
(
2005
)
5
,
pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
Saved in:
6
Estimation of fractionally ARIMA models for the UK unemployment
Gil-Alaña, Luis A.
- In:
Annales d'économie et de statistique
(
2001
),
pp. 127-137
Persistent link: https://www.econbiz.de/10001612456
Saved in:
7
Inflation and rates of return on stocks : evidence from high inflation countries
Choudhry, Taufiq
- In:
Journal of international financial markets, …
11
(
2001
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10001536906
Saved in:
8
Measuring the forward foreign exchange risk premium : multi-country evidence from unobserved components models
Wolff, Christiaan Cornelis Petrus
- In:
Journal of international financial markets, …
10
(
2000
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10001449686
Saved in:
9
Prévision ARFIMA des taux de change : les modélisateurs doivent-ils encore exhorter à la nai͏̈vité des prévisions?
Lardic, Sandrine
;
Mignon, Valérie
- In:
Annales d'économie et de statistique
(
1999
),
pp. 47-68
Persistent link: https://www.econbiz.de/10001565467
Saved in:
10
Long memory in foreign exchange rates revisited
Tschernig, Rolf
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001508144
Saved in:
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