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1
Multiple-period market risk prediction under long memory : when VaR is higher than expected
Kinateder, Harald
;
Wagner, Niklas F.
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
1
,
pp. 4-32
Persistent link: https://www.econbiz.de/10010252220
Saved in:
2
Do emerging markets become more efficient as they develop? : long memory persistence in equity indices
Hull, Matthew
;
McGroarty, Frank
- In:
Emerging markets review
18
(
2014
),
pp. 45-61
Persistent link: https://www.econbiz.de/10010417536
Saved in:
3
Long memory and efficiency of Bitcoin during COVID-19
Wu, Xiang
;
Wu, Liang
;
Chen, Shujuan
- In:
Applied economics
54
(
2022
)
4
,
pp. 375-389
Persistent link: https://www.econbiz.de/10012874043
Saved in:
4
Investing in mutual funds : are you paying for performance or for the ties of the manager?
Siriopoulos, Costas
;
Skaperda, Maria
- In:
Bulletin of applied economics
7
(
2020
)
2
,
pp. 153-164
Persistent link: https://www.econbiz.de/10012813848
Saved in:
5
Is violation of the random walk assumption an exception or a rule in capital markets?
Dittrich, Ludwig O.
;
Srbek, Pavel
- In:
Atlantic economic journal : AEJ
48
(
2020
)
4
,
pp. 491-501
Persistent link: https://www.econbiz.de/10012485200
Saved in:
6
Long memory and efficiency of Bitcoin under heavy tails
Wu, Liang
;
Chen, Shujuan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5298-5309
Persistent link: https://www.econbiz.de/10012307228
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7
Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Yoon, Seong-min
- In:
Finance research letters
27
(
2018
),
pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
Saved in:
8
Statistical features of persistence and long memory in mortality data
Peters, Gareth
;
Yan, Hongxuan
;
Chan, Jennifer
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
2
,
pp. 291-317
Persistent link: https://www.econbiz.de/10012593582
Saved in:
9
Long memory and fractality among global equity markets : a multivariate wavelet approach
Bhandari, Avishek
;
Kamaiah, Bandi
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012489848
Saved in:
10
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Al-Yahyaee, Khamis Hamed
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012176113
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