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Inflation volatility in Indonesia using ARIMA model : before and during COVID-19
Wahyudi, Setyo Tri; Nabella, Rihana Sofie; Sari, Kartika - 2022
Persistent link: https://www.econbiz.de/10013197497
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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
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Capital inflows, inflation and exchange rate volatility : an investigation for linear and nonlinear causal linkages
Rashid, Abdul; Husain, Fazal - 2010
Persistent link: https://www.econbiz.de/10003985077
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Modeling long range dependence in wheat food price returns
Musunuru, Naveen - In: International journal of economics and finance 11 (2019) 9, pp. 46-54
Persistent link: https://www.econbiz.de/10012107483
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Forecasting multivariate volatility using the VARFIMA model on realized covariance Cholesky factors
Halbleib, Roxana; Voev, Valeri - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 1, pp. 134-152
Persistent link: https://www.econbiz.de/10008902886
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On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840656
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Level changes in volatility models
Craioveanu, Mihaela; Hillebrand, Eric - In: Annals of finance 8 (2012) 2/3, pp. 277-308
Persistent link: https://www.econbiz.de/10009548088
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The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of econometrics 167 (2012) 1, pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
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Impact of the foreign institutional investments on stock market : evidence from India
Garg, Ashish; Bodla, Bhag Singh - In: Indian economic review : biannual journal of the Delhi … 46 (2011) 2, pp. 303-322
Persistent link: https://www.econbiz.de/10009554620
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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