//--> //--> //-->
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
~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance : IJTAF"
~language:"bos"
~language:"eng"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"Long-memory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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:
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Long-memory
Stochastic process
6
Stochastischer Prozess
6
Theorie
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
State space model
5
Volatility
5
Volatilität
5
Zustandsraummodell
5
Estimation theory
4
Schätztheorie
4
Simulation
4
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Forecasting model
2
Long memory
2
Lévy processes
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Prognoseverfahren
2
Wavelet analysis
2
Wavelet estimation
2
ARFIMA
1
Capital income
1
Co-jumps
1
Copulas model
1
Correlation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
2
Language
All
Bosnian
English
Author
All
Boubaker, Heni
Fabozzi, Frank J.
Stiglitz, Joseph E.
Published in...
All
Computational economics
International journal of theoretical and applied finance : IJTAF
Financial innovation : FIN
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
2
A comparative study of the performance of estimating long-memory parameter using wavelet-based entropies
Boubaker, Heni
- In:
Computational economics
48
(
2016
)
4
,
pp. 693-731
Persistent link: https://www.econbiz.de/10011713102
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->