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~subject:"ARMA-Modell"
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ARMA-Modell
Volatility
13
Volatilität
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ARCH model
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ARCH-Modell
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Exchange rate
8
Time series analysis
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Wechselkurs
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ARMA model
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Aktienmarkt
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Long memory
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FIGARCH model
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Kapitaleinkommen
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Spillover-Effekt
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Structural Breaks
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Adaptive FIGARCH Model
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Aktienindex
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Ansteckungseffekt
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Asia
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Balibey, Mesut
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Gonzáles Tanaka, José Carlos
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Hammoudeh, Shawkat
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Mensi, Walid
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Ojeda Cunya, Junior Alex
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Rodriguez, Gabriel
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Tripathy, Nalini Prava
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International journal of economics and financial issues : IJEFI
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International review of economics & finance : IREF
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ECONIS (ZBW)
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Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
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2
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:
3
Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil
;
Balibey, Mesut
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
Saved in:
4
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
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