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Long memory in energy futures...
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Physica A: Statistical Mechanics and its Applications
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Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim
;
Daly, Kevin James
- In:
Economic modelling
63
(
2017
),
pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
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2
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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3
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
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4
Long memory revisit in Chinese stock markets : based on GARCH-class models and multiscale analysis
Lin, Xiaoqiang
;
Fei, Fangyu
- In:
Economic modelling
31
(
2013
),
pp. 265-275
Persistent link: https://www.econbiz.de/10009729114
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5
Real or spurious long memory characteristics of volatility : empirical evidence from an emerging market
Yalama, Abdullah
;
Celik, Sibel
- In:
Economic modelling
30
(
2013
),
pp. 67-72
Persistent link: https://www.econbiz.de/10009702263
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6
A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather
Liu, Hsiang-hsi
;
Chen, Yi-chun
- In:
Economic modelling
35
(
2013
),
pp. 840-855
Persistent link: https://www.econbiz.de/10010338308
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7
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
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8
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
9
Adaptive ARFIMA models with applications to inflation
Baillie, Richard
;
Morana, Claudio
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677
Saved in:
10
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
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