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PERMANENCE, AVERAGE PERSISTENC...
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Time series analysis
persistence
902
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841
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202
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179
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177
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170
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164
fractional integration
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Gil-Alaña, Luis A.
81
Caporale, Guglielmo Maria
55
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17
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10
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7
Trani, Tommaso
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Prokopczuk, Marcel
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Abakah, Emmanuel Joel Aikins
4
Barros, Carlos Pestana
4
Canarella, Giorgio
4
Makarenko, Inna
4
Miller, Stephen M.
4
Tripathy, Trilochan
4
Becker, Janis
3
Carmona-González, Nieves
3
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3
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2
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Caballero, Ricardo J.
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Claudio-Quiroga, Gloria
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Rodrigues, Paulo M. M.
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Solarin Sakiru Adebola
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Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
2
Outliers and
persistence
in threshold autoregressive processes
Ahmad, Yamin
;
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
Saved in:
3
Mean reversion in agricultural commodity prices in India
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
International advances in economic research : IAER ; an …
20
(
2014
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10010532661
Saved in:
4
Revisiting unit roots in divorce rates
Korhonen, Marko
;
Puhakka, Mikko
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 628-631
Persistent link: https://www.econbiz.de/10010529429
Saved in:
5
Measuring
persistence
in volatility spillovers
Conrad, Christian
;
Weber, Enzo
-
2013
conditional variances determine the
persistence
of the transmitted volatility innovations. In particular, the effect of a foreign …
Persistent link: https://www.econbiz.de/10009771200
Saved in:
6
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
7
US disaggregated renewable energy consumption :
persistence
and long memory behavior
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Energy economics
40
(
2013
),
pp. 425-432
Persistent link: https://www.econbiz.de/10010351673
Saved in:
8
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
9
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
; …
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 572-588
Persistent link: https://www.econbiz.de/10010243592
Saved in:
10
Long-term memory in electricity prices : Czech market evidence
Kristoufek, Ladislav
;
Lunackova, Petra
- In:
Finance a úvěr
63
(
2013
)
5
,
pp. 407-424
Persistent link: https://www.econbiz.de/10010244839
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