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~subject:"Long memory"
~subject:"Structural breaks"
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1
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:
2
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:
3
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:
4
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
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
Structural breaks in online investor sentiment : a note on the nonstationarity of financial chatter
Ballinari, Daniele
;
Behrendt, Simon
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012439013
Saved in:
7
Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
8
Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure
Sanusi, Muhammad Surajo
;
Ahmad, Farooq
- In:
Finance research letters
18
(
2016
),
pp. 89-99
Persistent link: https://www.econbiz.de/10011656714
Saved in:
9
Are gross financial inflows expansionary or contractionary? : evidence from emerging economies
Garg, Bhavesh
;
Sahoo, Pravakar
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014582158
Saved in:
10
Structural breaks, macroeconomic fundamentals and cross hedge ratio
Pan, Zhiyuan
;
Xiao, Dongli
;
Dong, Qingma
;
Liu, Li
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013459139
Saved in:
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