//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~subject:"Time series analysis"
~subject:"long memory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Finansų rinkų statistinis tyri...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
long memory
ARCH model
16
ARCH-Modell
16
Volatility
13
Volatilität
13
GARCH
11
Zeitreihenanalyse
9
Estimation
8
Schätzung
8
Forecasting model
6
Prognoseverfahren
6
Theorie
5
Theory
5
Börsenkurs
4
Capital income
4
Forecasting
4
Fractional integration
4
Kapitaleinkommen
4
Share price
4
Aktienmarkt
3
Correlation
3
FIGARCH
3
Korrelation
3
Long memory
3
Multivariate Analyse
3
Multivariate analysis
3
Stock market
3
Asymmetry
2
Estimation theory
2
Option pricing theory
2
Optionspreistheorie
2
Schätztheorie
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Structural break
2
Structural breaks
2
Strukturbruch
2
ARFIMA
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Baillie, Richard
1
Benavides, Guillermo
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Chan, Felix
1
Dark, Jonathan
1
Davidson, James E. H.
1
Gould, John
1
Janus, Paweł
1
Kapetanios, George
1
Kiliç, Rehim
1
Koopman, Siem Jan
1
Lamberte, Antonio
1
Li, Xiaoyu
1
Lucas, André
1
Malik, Farooq
1
Marvasti, Akbar
1
Papailias, Fotis
1
Singh, Ranjodh B.
1
Yang, Wenling
1
more ...
less ...
Published in...
All
Journal of empirical finance
CESifo working papers
34
CESifo Working Paper
21
Applied economics
19
Economics and finance working paper series
19
Economics letters
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Journal of econometrics
13
Discussion paper / Tinbergen Institute
12
Energy economics
10
Finance research letters
10
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
DIW Discussion Papers
8
Econometric reviews
8
International journal of economics and finance
7
International journal of finance & economics : IJFE
7
CREATES Research Papers
6
Econometric Institute Report
6
Econometric Institute Research Papers
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Queen's Economics Department Working Paper
6
Working Papers / Economics Department, Queen's University
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
International review of financial analysis
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Queen's Economics Department working paper
5
Research in international business and finance
5
CBN journal of applied statistics
4
CREATES research paper
4
Computational economics
4
Economic modelling
4
International journal of monetary economics and finance
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Journal of economics and finance
4
Journal of time series econometrics
4
Review of development finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Strict stationarity, persistence and volatility forecasting in ARCH (∞) processes
Davidson, James E. H.
;
Li, Xiaoyu
- In:
Journal of empirical finance
38
(
2016
),
pp. 534-547
Persistent link: https://www.econbiz.de/10011663340
Saved in:
2
Long memory and nonlinearity in conditional variances : a smooth transition
FIGARCH
model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
3
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
4
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
5
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
6
Forecasting exchange rate volatility : the superior performance of conditional combinations of time series and option implied forecasts
Benavides, Guillermo
;
Capistrán Carmona, Carlos
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 627-639
Persistent link: https://www.econbiz.de/10009700616
Saved in:
7
Liquidation discount : a novel application of ARFIMA-
GARCH
Singh, Ranjodh B.
;
Gould, John
;
Chan, Felix
;
Yang, Wenling
- In:
Journal of empirical finance
36
(
2016
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
Saved in:
8
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
9
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->