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Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena - In: Economics letters 121 (2013) 2, pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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Volatility persistence in stock market
Chuang, Hongwei - In: Economics letters 133 (2015), pp. 64-67
Persistent link: https://www.econbiz.de/10011431978
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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
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An alternative reference scenario for global CO2 emissions from fuel consumption : an ARFIMA approach
Belbute, José M.; Pereira, Alfredo M. - In: Economics letters 136 (2015), pp. 108-111
Persistent link: https://www.econbiz.de/10011435953
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Effect of the order of fractional integration on impulse responses
Hassler, Uwe; Hosseinkouchack, Mehdi - In: Economics letters 125 (2014) 2, pp. 311-314
Persistent link: https://www.econbiz.de/10010505295
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Can Markov switching model generate long memory?
Baek, Changryong; Fortuna, Natércia; Pipiras, Vladas - In: Economics letters 124 (2014) 1, pp. 117-121
Persistent link: https://www.econbiz.de/10010490562
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Aggregation of the generalized fractional processes
Sun, Jingwei; Shi, Wendong - In: Economics letters 124 (2014) 2, pp. 258-262
Persistent link: https://www.econbiz.de/10010493645
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Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon; Mboya, Mwasi Paza; Sibbertsen, Philipp - In: Economics letters 193 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
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Estimating the mean under strong persistence
Hassler, Uwe; Hosseinkouchack, Mehdi - In: Economics letters 188 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
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A new look at Cryptocurrencies
Phillip, Andrew; Chan, Jennifer S. K.; Peiris, Shelton - In: Economics letters 163 (2018), pp. 6-9
Persistent link: https://www.econbiz.de/10011982903