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ECONIS (ZBW)
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1
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
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Forecasting the term structure of volatility of crude oil price changes
Balaban, Ercan
;
Lu, Shan
- In:
Economics letters
141
(
2016
),
pp. 116-118
Persistent link: https://www.econbiz.de/10011616200
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3
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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4
Revisiting the time series momentum anomaly
Jo, Yonghwan
;
Kim, Jihee
- In:
Annals of economics and finance
20
(
2019
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012175644
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5
Fractal characteristics of world market commodity derivatives
Oksana, Mykhailovska
- In:
Revista română de economie
38
(
2014
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10010518941
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6
The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets : implications for efficiency and contagion
Horta, Paulo
;
Lagoa, Sérgio
;
Martins, Luís Filipe
- In:
International review of financial analysis
35
(
2014
),
pp. 140-153
Persistent link: https://www.econbiz.de/10010529616
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7
Forecasting the next dry cargo shipping depression beyond 2018
Goulielmos, Alexandros M.
- In:
Modern economy
10
(
2019
)
7
,
pp. 1684-1712
Persistent link: https://www.econbiz.de/10012179155
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8
Exploring the financial risk of a temperature index : a fractional integrated approach
Castellano, Rosella
;
Cerqueti, Roy
;
Rotundo, Giulia
-
2020
Persistent link: https://www.econbiz.de/10012165561
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9
Rough volatility of Bitcoin
Takaishi, Tetsuya
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430795
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10
Long memory in returns and integration : the case of emergent stock markets
Todea, Anita
- In:
Review of economic studies and research Virgil Madgearu
11
(
2018
)
1
,
pp. 97-113
Persistent link: https://www.econbiz.de/10011977829
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