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~language:"eng"
~subject:"Long memory"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Festschrift"
~type_genre:"Glossar enthalten"
~type_genre:"Textbook"
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Long memory
Theory
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134,230
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64,736
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64,730
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50,165
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Gil-Alaña, Luis A.
34
Caporale, Guglielmo Maria
11
Gupta, Rangan
7
Sibbertsen, Philipp
6
Barros, Carlos Pestana
4
Chkili, Walid
4
Degiannakis, Stavros
4
Ergemen, Yunus Emre
4
Mensi, Walid
4
Nguyen, Duc Khuong
4
Tripathy, Trilochan
4
Al-Yahyaee, Khamis Hamed
3
Asai, Manabu
3
Boubaker, Heni
3
Chan, Jennifer
3
Chandrashekhar, G. R.
3
Chevillon, Guillaume
3
Dark, Jonathan
3
Ho, Kin-Yip
3
Kang, Sang Hoon
3
Klein, Tony
3
Leschinski, Christian
3
Lux, Thomas
3
Madhavan, Vinodh
3
McAleer, Michael
3
Rodriguez, Gabriel
3
Saha, Kunal
3
Shi, Yanlin
3
Shittu, Olanrewaju I.
3
Walther, Thomas
3
Yoon, Seong-min
3
Abakah, Emmanuel Joel Aikins
2
Adekoya, Oluwasegun B.
2
Ajmi, Ahdi Noomen
2
Aloui, Chaker
2
Aye, Goodness C.
2
Baillie, Richard
2
Balcilar, Mehmet
2
Belbute, José M.
2
Brooks, Robert
2
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Journal of econometrics
17
Economic modelling
15
Energy economics
14
Economics letters
13
Research in international business and finance
12
Finance research letters
11
International review of financial analysis
8
Journal of empirical finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Computational economics
5
International review of economics & finance : IREF
5
Journal of banking & finance
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The North American journal of economics and finance : a journal of financial economics studies
5
CBN journal of applied statistics
4
International journal of forecasting
4
Journal of economics and finance : JEF
4
Journal of international financial markets, institutions & money
4
Journal of quantitative economics
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of international money and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied economics letters
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
European journal of operational research : EJOR
2
International journal of emerging markets
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Pacific-Basin finance journal
2
Portuguese economic journal
2
Quantitative finance
2
Review of financial economics : RFE
2
The empirical economics letters : a monthly international journal of economics
2
Agricultural finance review
1
Annals of finance
1
Applied economics
1
Asia-Pacific journal of financial studies
1
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ECONIS (ZBW)
230
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1
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230
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date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
3
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
4
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
5
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
6
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:
7
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
8
A long-memory analysis for the CBOE Brazil ETF volatility index
Monte, Edson Zambon
- In:
International journal of emerging markets
18
(
2023
)
11
,
pp. 5155-5171
Persistent link: https://www.econbiz.de/10014460237
Saved in:
9
Long-memory, asymmetry and fat-tailed GARCH models in value-at-risk estimation : empirical evidence from the global real estate markets
Mighri, Zouheir
;
Jaziri, Raouf
- In:
Journal of quantitative economics
21
(
2023
)
1
,
pp. 41-97
Persistent link: https://www.econbiz.de/10014259129
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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