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Long memory
15
Time series analysis
14
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14
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12
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12
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9
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9
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8
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2
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1
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Economic modelling
Physica A: Statistical Mechanics and its Applications
129
MPRA Paper
48
CESifo Working Paper
40
Hannover Economic Papers (HEP)
35
CESifo working papers
34
Studies in Nonlinear Dynamics & Econometrics
30
STICERD - Econometrics Paper Series
29
CREATES Research Papers
28
Journal of econometrics
26
Working Paper
25
Cowles Foundation Discussion Papers
23
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
23
Econometrics
23
Energy economics
23
LSE Research Online Documents on Economics
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Post-Print / HAL
21
Finance research letters
19
Computational economics
17
DIW Discussion Papers
17
Economics letters
17
International journal of product development : IJPD
17
Working Papers / HAL
17
Discussion paper / Tinbergen Institute
16
IZA Discussion Papers
16
Judgment and Decision Making
16
Research in international business and finance
16
Tinbergen Institute Discussion Paper
16
Boston College Working Papers in Economics
15
Economics Letters
15
Economics and finance working paper series
15
Entelequia. Revista Interdisciplinar
15
SFB 373 Discussion Paper
15
SFB 373 Discussion Papers
15
Tinbergen Institute Discussion Papers
15
Econometric Institute Research Papers
14
International review of financial analysis
14
Journal of business research : JBR
14
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
22
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1
How do monetary shock, financial crisis, and quotation reform affect the long
memory
of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
2
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
Economic modelling
51
(
2015
),
pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
Saved in:
3
Risk aversion connectedness in five European countries
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Economic modelling
71
(
2018
),
pp. 68-79
Persistent link: https://www.econbiz.de/10012062452
Saved in:
4
Generalized method of moment estimation of multivariate multifractal models
Liu, Ruipeng
;
Lux, Thomas
- In:
Economic modelling
67
(
2017
),
pp. 136-148
Persistent link: https://www.econbiz.de/10011813792
Saved in:
5
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
Saved in:
6
A rational choice model of the biased recall of information
Lightle, John P.
- In:
Economic modelling
53
(
2016
),
pp. 487-493
Persistent link: https://www.econbiz.de/10011641090
Saved in:
7
Long
memory
and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
Saved in:
8
Modeling long
memory
volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
Saved in:
9
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:
10
Risk estimation of CSI 300 index spot and futures in China from a new perspective
Suo, Yuan-Yuan
;
Wang, Dong-Hua
;
Li, Sai-Ping
- In:
Economic modelling
49
(
2015
),
pp. 344-353
Persistent link: https://www.econbiz.de/10011439587
Saved in:
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