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~isPartOf:"Finance research letters"
~subject:"Aktienindex"
~subject:"Time series analysis"
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Finansų rinkų statistinis tyri...
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Aktienindex
Time series analysis
ARCH model
22
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16
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Gil-Alaña, Luis A.
4
Caporale, Guglielmo Maria
3
Abakah, Emmanuel Joel Aikins
1
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1
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Finance research letters
CESifo working papers
36
Applied economics
20
Economics and finance working paper series
19
Economics letters
14
Discussion paper / Tinbergen Institute
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
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9
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
CBN journal of applied statistics
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Queen's Economics Department working paper
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5
CREATES research paper
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Computational economics
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
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1
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
Saved in:
2
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
6
Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan
;
Kumari, Swati
;
Song, Suyong
- In:
Finance research letters
12
(
2015
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011552261
Saved in:
7
Regime changes in Bitcoin
GARCH
volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
8
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
9
Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market
Sobreira, Nuno
;
Louro, Rui
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430745
Saved in:
10
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
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