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On long memory effects in the volatility measure of Cryptocurrencies

Phillip, Andrew; Chan, Jennifer; Peiris, Shelton - In: Finance research letters 28 (2019), pp. 95-100

Persistent link: https://www.econbiz.de/10012388019

Is market fear persistent? : a long-memory analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147

Persistent link: https://www.econbiz.de/10012006763

Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Yoon, Seong-min - In: Finance research letters 27 (2018), pp. 228-234

Persistent link: https://www.econbiz.de/10012006868

Fast fractional differencing in modeling long memory of conditional variance for high-frequency data

Klein, Tony; Walther, Thomas - In: Finance research letters 22 (2017), pp. 274-279

Persistent link: https://www.econbiz.de/10011808179

Dynamic correlation of precious metals and flight-to-quality in developed markets

Klein, Tony - In: Finance research letters 23 (2017), pp. 283-290

Persistent link: https://www.econbiz.de/10011808418

Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume

Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430661

Volatility persistence in the Russian stock market

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430826

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

Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin

Tong, Zhongwen; Chen, Zhanbo; Zhu, Chen - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553954

Financial development and economic growth : an empirical analysis for Ireland

Adamopoulos, Antonios - In: International journal of economic sciences and applied … 3 (2010) 1, pp. 75-88

This study investigated the relationship between financial development and economic growth for Ireland for the period 1965-2007 using a vector error correction model (VECM). Questions were raised whether financial development causes economic growth or reversely taking into account the positive...

Persistent link: https://www.econbiz.de/10009009823