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Financial time series: methods and models
Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...
Persistent link: https://www.econbiz.de/10012304649
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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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Efficiency of guar seed futures market in India : an empirical study
Malhotra, Meenkshi; Dinesh Kumar Sharma - In: The IUP journal of applied finance : IJAF 19 (2013) 2, pp. 45-63
Persistent link: https://www.econbiz.de/10009748755
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Efficiency of Guar Seed futures market in India : an empirical study
Malhotra, Meenakshi; Dinesh Kumar Sharma - In: The Asian economic review : journal of the Indian … 55 (2013) 3, pp. 373-392
Persistent link: https://www.econbiz.de/10010246475
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The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
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Efficiency of Guar Seed Futures Market in India : An Empirical Study
Malhotra, Meenakshi - 2013
efficiency and price discovery is tested in the present study using robust models like Johansen's cointegration, Vector Error …
Persistent link: https://www.econbiz.de/10013082467
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Efficiency and volatility spillover in Guar Seed futures market in India : an empirical study
Malhotra, Meenakshi; Dinesh Kumar Sharma - In: Finance India : the quarterly journal of Indian … 30 (2016) 3, pp. 847-870
Persistent link: https://www.econbiz.de/10011647364
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Investigating the informational efficiency of exchange traded funds (ETFs) : empirical evidence from Indian Equity ETFs
Kaur, Prabhdeep; Jaspal Singh - In: Finance India : the quarterly journal of Indian … 36 (2022) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10013349034
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An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka
Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187
Persistent link: https://www.econbiz.de/10010350423
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The efficiency of foreign exchange markets in Pakistan : an empirical analysis
Bashir, Rizwana; Shakir, Rabia; Ashfaq, Badar; Hassan, Atif - In: The Lahore journal of economics 19 (2014) 1, pp. 133-149
Persistent link: https://www.econbiz.de/10010391820