//--> //--> //--> //-->
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
~language:"eng"
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
Long memory and volatility per...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
542,934
Theory
531,188
USA
53,406
United States
52,078
Börsenkurs
49,629
Share price
49,070
Schätzung
43,036
Estimation
42,081
Volatilität
39,859
Volatility
39,367
Kapitaleinkommen
38,872
Capital income
38,772
Welt
30,665
World
29,996
Aktienmarkt
28,841
Stock market
28,656
Zeitreihenanalyse
28,194
Time series analysis
27,501
Portfolio-Management
24,444
Portfolio selection
24,229
Geldpolitik
23,957
Monetary policy
23,248
Prognoseverfahren
21,197
Forecasting model
20,852
Risiko
20,744
Risk
20,641
Mathematische Optimierung
16,398
Mathematical programming
16,301
Wirtschaftswachstum
14,928
Schätztheorie
14,786
Estimation theory
14,403
Economic growth
14,395
CAPM
13,879
Finanzmarkt
12,885
Financial market
12,647
Stochastischer Prozess
12,108
Stochastic process
11,824
Spieltheorie
11,632
Experiment
11,418
Konjunktur
11,353
more ...
less ...
Online availability
All
Free
210,193
Undetermined
100,606
Type of publication
All
Book / Working Paper
329,737
Article
317,968
Journal
1,226
Other
114
Database
4
Type of publication (narrower categories)
All
Article in journal
276,204
Aufsatz in Zeitschrift
276,204
Working Paper
135,097
Graue Literatur
126,590
Non-commercial literature
126,590
Arbeitspapier
122,808
Aufsatz im Buch
34,787
Book section
34,787
Hochschulschrift
12,294
Thesis
9,898
Collection of articles of several authors
8,733
Sammelwerk
8,733
Aufsatzsammlung
4,900
Lehrbuch
4,516
Textbook
4,238
Collection of articles written by one author
3,902
Sammlung
3,902
Konferenzschrift
3,879
Bibliografie enthalten
2,412
Bibliography included
2,412
Rezension
2,355
Conference proceedings
2,286
Systematic review
2,101
Übersichtsarbeit
2,101
Conference paper
1,943
Konferenzbeitrag
1,943
Glossar enthalten
1,446
Glossary included
1,446
Reprint
1,134
Amtsdruckschrift
959
Government document
959
Mehrbändiges Werk
701
Multi-volume publication
701
Bibliografie
699
Festschrift
697
Forschungsbericht
691
Article
523
Handbook
518
Handbuch
518
Case study
469
more ...
less ...
Language
All
English
German
64,008
French
7,698
Undetermined
6,247
Spanish
4,602
Italian
4,019
Polish
1,838
Russian
1,515
Portuguese
1,097
Dutch
758
Hungarian
292
Danish
243
Czech
239
Swedish
207
Norwegian
174
Croatian
154
Finnish
87
Bulgarian
86
Slovak
72
Romanian
59
Ukrainian
52
Slovenian
50
Serbian
50
Turkish
29
Chinese
29
Lithuanian
23
Macedonian
15
Japanese
13
Afrikaans
8
Modern Greek (1453-)
8
Valencian
7
Estonian
7
Galician
7
Korean
6
Arabic
5
Latin
4
Malay (macrolanguage)
4
Albanian
4
Georgian
2
Kazakh
2
more ...
less ...
Author
All
Caporale, Guglielmo Maria
778
McAleer, Michael
634
Gupta, Rangan
530
Acemoglu, Daron
527
Nijkamp, Peter
527
Gil-Alaña, Luis A.
492
Pesaran, M. Hashem
474
Phillips, Peter C. B.
468
Aizenman, Joshua
461
Güth, Werner
456
Stiglitz, Joseph E.
446
Snower, Dennis J.
439
Gersbach, Hans
438
Pestieau, Pierre
424
Stark, Oded
406
Creedy, John
400
Franses, Philip Hans
393
Koskela, Erkki
393
Heckman, James J.
364
Helpman, Elhanan
355
Härdle, Wolfgang
352
Koopman, Siem Jan
348
Diebold, Francis X.
345
Zenou, Yves
339
Svensson, Lars E. O.
334
Fabozzi, Frank J.
330
Cremer, Helmuth
329
Woodford, Michael
322
Kaplow, Louis
321
Shleifer, Andrei
318
Campbell, John Y.
311
Shavell, Steven
308
Batabyal, Amitrajeet A.
306
Caballero, Ricardo J.
304
Konrad, Kai A.
304
Thisse, Jacques-François
300
Frey, Bruno S.
298
Lambertini, Luca
293
Tirole, Jean
292
Bekaert, Geert
288
more ...
less ...
Institution
All
National Bureau of Economic Research
8,257
Edward Elgar Publishing
410
Ekonomiska forskningsinstitutet <Stockholm>
307
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
296
OECD
292
Center for Economic Research <Tilburg>
289
European University Institute / Department of Economics
258
International Monetary Fund (IMF)
249
International Monetary Fund
227
IGI Global
214
World Bank
179
Forschungsinstitut zur Zukunft der Arbeit
165
Internationaler Währungsfonds / Research Department
148
Centre for Economic Policy Research
138
Umeå universitet
131
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Institut für Weltwirtschaft
119
Universitat Pompeu Fabra / Departament d'Economia i Empresa
114
University of Exeter / Department of Economics
109
Federal Reserve Bank of St. Louis
108
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
101
Centre for Analytical Finance <Århus>
88
Australian National University / Faculty of Economics and Commerce
87
Federal Reserve System / Board of Governors
87
Massachusetts Institute of Technology / Department of Economics
83
Universitetet i Oslo / Økonomisk institutt
82
European University Institute / Department of Law
79
Columbia University / Department of Economics
78
Robert Schuman Centre for Advanced Studies
78
Federal Reserve System / Division of Research and Statistics
77
Econometrisch Instituut <Rotterdam>
76
University of Warwick / Department of Economics
76
Deutsche Forschungsgemeinschaft
75
Erasmus Research Institute of Management
75
Federal Reserve Bank of San Francisco
72
INSEAD
70
Instituto Valenciano de Investigaciones Económicas
70
Johns Hopkins University / Department of Economics
68
Chambre de commerce et d'industrie de Paris
66
more ...
less ...
Published in...
All
NBER working paper series
8,004
Working paper / National Bureau of Economic Research, Inc.
7,570
NBER Working Paper
7,154
Economics letters
5,825
European journal of operational research : EJOR
5,095
Discussion paper / Centre for Economic Policy Research
4,960
CESifo working papers
3,953
Working paper
3,175
Journal of economic theory
2,905
Discussion paper / Tinbergen Institute
2,659
Journal of economic dynamics & control
2,603
Applied economics
2,491
The American economic review
2,470
Journal of banking & finance
2,383
Computers & operations research : and their applications to problems of world concern ; an international journal
2,338
Journal of economic behavior & organization : JEBO
2,308
Discussion paper series / IZA
2,293
Economic modelling
2,291
Journal of econometrics
2,176
Finance research letters
2,111
CESifo Working Paper
2,058
European economic review : EER
1,989
International journal of production research
1,970
Energy economics
1,873
Discussion paper
1,867
Games and economic behavior
1,864
Applied economics letters
1,847
The economic journal : the journal of the Royal Economic Society
1,830
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,820
Journal of public economics
1,761
CESifo Working Paper Series
1,733
Discussion paper / Center for Economic Research, Tilburg University
1,725
Management science : journal of the Institute for Operations Research and the Management Sciences
1,725
IMF working papers
1,656
International review of economics & finance : IREF
1,600
IZA Discussion Paper
1,552
Journal of financial economics
1,541
Journal of monetary economics
1,541
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,532
Discussion papers / CEPR
1,507
more ...
less ...
Source
All
ECONIS (ZBW)
632,669
EconStor
12,937
RePEc
1,231
USB Cologne (EcoSocSci)
850
Other ZBW resources
428
OLC EcoSci
376
BASE
285
USB Cologne (business full texts)
214
ArchiDok
59
more ...
less ...
Showing
1
-
10
of
649,049
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
2
Modeling Latin-American stock and Forex markets
volatility
: empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
3
An empirical note about estimation and forecasting Latin American Forex returns
volatility
: the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
4
Predicting stock return and
volatility
with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
5
Revisiting the auto-regressive integrated moving average approach to modelling
volatility
using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
6
Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil
;
Balibey, Mesut
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
Saved in:
7
Are frontier stock markets more inefficient than emerging stock markets?
Dheeriya, Prakash L.
;
Torun, Erdost
- In:
International journal of monetary economics and finance
6
(
2013
)
4
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010412983
Saved in:
8
An application of a random level shifts model to the
volatility
of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
9
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
volatility
índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011903723
Saved in:
10
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->