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~subject:"Structural break"
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Search: subject:"ARFIMA-FIGARCH"
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Structural break
ARFIMA-FIGARCH
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long memory
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Do Thi Van Trang
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International Journal of Energy Economics and Policy : IJEEP
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International review of economics & finance : IREF
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Applications of long-memory and structure breaks for carbon indexes
Do Thi Van Trang
;
Chen, Jo-hui
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 579-585
Persistent link: https://www.econbiz.de/10014368332
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2
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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