Narrow search
Showing 1 - 10 of 509
Cover Image
Time-varying long range dependence in energy futures markets
Sensoy, Ahmet; Hacihasanoglu, Erk - In: Energy economics 46 (2014), pp. 318-327
Persistent link: https://www.econbiz.de/10011298582
Cover Image
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid; Lee, Yun Jung; Al-Yahyaee, Khamis Hamed; … - In: Finance research letters 31 (2019), pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
Cover Image
Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet - In: Journal of business & economics research 12 (2014) 4, pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
Cover Image
Multifractal analysis of volatility for detection of herding and bubble : evidence from CNX Nifty HFT
Ghosh, Bikramaditya; Kozarević, Emira - In: Investment management and financial innovations 16 (2019) 3, pp. 182-193
Persistent link: https://www.econbiz.de/10012159372
Cover Image
Evidences for a structural change in the oil market before a financial crisis : the flat horizon effect
Chiarucci, Riccardo; Loffredo, Maria I.; Ruzzenenti, Franco - In: Research in international business and finance 42 (2017), pp. 912-921
Persistent link: https://www.econbiz.de/10011753802
Cover Image
Forecasting volatility in the petroleum futures markets : a re-examination and extension
Hasanov, Akram Shavkatovich; Shaiban, Mohammed Sharaf; … - In: Energy economics 86 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012511802
Cover Image
Time-varying long-term memory in Bitcoin market
Jiang, Yonghong; Nie, He; Ruan, Weihua - In: Finance research letters 25 (2018), pp. 280-284
Persistent link: https://www.econbiz.de/10012003601
Cover Image
Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks : a comparison of alternative distribution functions
Hasanov, Akram Shavkatovich; Poon, Wai Ching; … - In: Energy economics 70 (2018), pp. 307-333
Persistent link: https://www.econbiz.de/10011942743
Cover Image
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18
This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...
Persistent link: https://www.econbiz.de/10011906234
Cover Image
Investment coordinates in the context of housing and stock markets nexus
Li, Jing-Ping; Fan, Jiao-Jiao; Su, Chi-Wei; Lobonţ, … - In: Applied economics letters 24 (2017) 20, pp. 1455-1463
Persistent link: https://www.econbiz.de/10011853069