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91
Seasonal adjustment of daily data with CAMPLET
Abeln, Barend
;
Jacobs, Jan
;
Mulder, Machiel
-
2022
Persistent link: https://www.econbiz.de/10013171405
Saved in:
92
Seasonal adjustment as a practical problem
Butter, Frank A. G. den
-
1991
Persistent link: https://www.econbiz.de/10013488996
Saved in:
93
Macroeconomic news and intraday seasonal
volatility
in the cryptocurrency markets
Ben Omrane, Walid
;
Houidi, Fatma
;
Savaser, Tanseli
- In:
Applied economics
56
(
2024
)
38
,
pp. 4594-4610
Persistent link: https://www.econbiz.de/10014560361
Saved in:
94
ADRENALIN : a distributed realtime environment for the intraday analysis of financial markets
Schnidrig, Remo
-
1998
-
1. Aufl
Persistent link: https://www.econbiz.de/10000675153
Saved in:
95
Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices
Koopman, Siem Jan
;
Ooms, Marius
;
Carnero, M. Angeles
-
2005
electricity markets (EEX in Germany, Powernext in France, APX in The
Netherlands
), which are less persistent, periodicity is also …
Persistent link: https://www.econbiz.de/10011346471
Saved in:
96
Cyclical Mackey-Glass model for oil bull seasonals
Melhem, Sadek
;
Terraza, Michel
;
Chikhi, Mohamed
- In:
The Journal of energy and development
36
(
2010/11
)
1/2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10009666079
Saved in:
97
Masking of
volatility
by seasonal adjustment methods
Hayat, Aziz
;
Bhatti, Muhammad Ishaq
- In:
Economic modelling
33
(
2013
),
pp. 676-688
Persistent link: https://www.econbiz.de/10010194430
Saved in:
98
Non-parametric estimation of intraday spot
volatility
: disentangling Instantaneous Trend and Seasonality
Vatter, Thibault
;
Wu, Hau-tieng
;
Chavez-Demoulin, Valérie
- In:
Econometrics : open access journal
3
(
2015
)
4
,
pp. 864-887
's dynamic properties may lead to misestimation of the intraday spot
volatility
. …
Persistent link: https://www.econbiz.de/10011411344
Saved in:
99
Seasonal heteroscedasticity and trends
Proietti, Tommaso
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001245345
Saved in:
100
Stochastic
volatility
and seasonality in commodity futures and options : the case of soybeans
Richter, Martin
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001673520
Saved in:
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