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Forecasts for international financial series with VMD algorithms
Guo, Wei; Liu, Qingfu; Luo, Zhidan; Tse, Yiuman - In: Journal of Asian economics 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013431356
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An index of co-movements in financial time series
Sentana, Enrique; Shah, Mushtaq - 1994
Persistent link: https://www.econbiz.de/10000893176
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Impact of Macroeconomic Variables, American Stock Market Index and COVID-19 Pandemic on Indonesia Capital Market Development (Time Series Study 1990-2020)
Rizqia, Almira; Astuty, Pudji; Subiyantoro, Heru - 2021
The purpose of this study is 1.) To analyze the influence of foreign investment on the development of the Indonesian capital market. 2).To analyze the influence of the Exchange Rate on the Development of the Indonesian Capital Market. 3).To analyze the influence of the Interest Rate on the...
Persistent link: https://www.econbiz.de/10013324266
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Modelling financial observable-volatility using long memory models
Chin, Wen Cheong; Isa, Zaidi; Abu Hassan Shaari Mohd Nor - In: Applied financial economics letters 3 (2007) 3, pp. 201-208
Persistent link: https://www.econbiz.de/10003540384
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The long range dependence paradigm for macroeconomics and finance
Henry, Marc (contributor); Zaffaroni, Paolo (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655532
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The econometric modelling of financial time series
Mills, Terence C. - 1994 - Reprinted
Persistent link: https://www.econbiz.de/10000905318
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The Long Range Dependence Paradigm for Macroeconomics and Finance
Henry, Marc - 2011
The long range dependence paradigm appears to be a suitable description of the data generating process for many observed economic time series. This is mainly due to the fact that it naturally characterizes time series displaying a high degree of persistence, in the form of a long lasting effect...
Persistent link: https://www.econbiz.de/10012714307
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Time series analysis and market microstructure aspects on short time scales
Beck, Alexander - 2011
Persistent link: https://www.econbiz.de/10009423515
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The financial cycles in four East Asian economies
Pontines, Victor - In: Economic modelling 65 (2017), pp. 51-66
Persistent link: https://www.econbiz.de/10011813550
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Influence of the American financial market on other markets during the subprime crisis
Płuciennik, Piotr - In: Folia oeconomica Stetinensia : FOS 12 (2012) 2, pp. 19-30
Persistent link: https://www.econbiz.de/10010241690