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Long memory in financial time...
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Subrahmanyam, Avanidhar
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Sum, Vichet
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied financial economics
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The journal of finance : the journal of the American Finance Association
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Applied economics
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72
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69
Discussion paper / Centre for Economic Policy Research
65
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62
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59
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58
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56
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56
Economics letters
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54
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50
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48
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45
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45
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41
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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
Interdependence between the US and major European equity markets : evidence from spectral analysis
Asēmakopulos, Iōannēs
;
Goddard, John A.
; …
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 41-47
Persistent link: https://www.econbiz.de/10001525795
Saved in:
3
Nonlinear correlation of stock and commodity indices in emerging and developed market
Guhathakurta, Kousik
;
Banerjee, Santo
;
Bhattacharya, …
- In:
Chaos and complexity theory for management : nonlinear …
,
(pp. 63-87)
.
2013
Persistent link: https://www.econbiz.de/10009664842
Saved in:
4
Fortgeschrittene technische Indikatoren am
Aktienmarkt
: eine empirische Analyse
Hornbach, Christian
;
Hellenkamp, André
-
2011
Persistent link: https://www.econbiz.de/10008905977
Saved in:
5
Stock market cyclicity : the declining phase
Emory, Eric S.
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10009234334
Saved in:
6
Fortgeschrittene technische Indikatoren am
Aktienmarkt
: eine empirische Analyse
Hornbach, Christian
;
Hellenkamp, André
-
2011
Persistent link: https://www.econbiz.de/10010475020
Saved in:
7
Earnings growth and the bull market of the 1990s : is there a case for rational exuberance?
Bae, Jinho
;
Nelson, Charles R.
- In:
Journal of macroeconomics
29
(
2007
)
4
,
pp. 690-707
Persistent link: https://www.econbiz.de/10003586684
Saved in:
8
Macroeconomic variables and stock market indices : asymmetric dynamics in the US and Canada
Bhuiyan, Erfan M.
;
Chowdhury, Murshed
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 62-74
Persistent link: https://www.econbiz.de/10012430868
Saved in:
9
Dynamic stock dependence and monetary variables in the United States (2000-2016) : a copula and neural network approach
Sosa, Miriam
;
Bucio, Christian
;
Ortiz Calisto, Edgar
- In:
Lecturas de economía
96
(
2022
),
pp. 201-234
Persistent link: https://www.econbiz.de/10013387217
Saved in:
10
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
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