Narrow search
Showing 61 - 70 of 525
Cover Image
Forecasting long term UK interest rates
Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 13 (2014) 10, pp. 1035-1043
Persistent link: https://www.econbiz.de/10010527324
Cover Image
Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models
Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 12 (2013) 8, pp. 813-824
Persistent link: https://www.econbiz.de/10010363113
Cover Image
The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market
Choudhry, Taufiq - In: The European journal of finance 19 (2013) 9/10, pp. 964-977
Persistent link: https://www.econbiz.de/10010245643
Cover Image
Forecasting trading volume in the Chinese stock market based on the dynamic VWAP
Ye, Xunyu; Yan, Rui; Li, Handong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 2, pp. 125-144
Persistent link: https://www.econbiz.de/10010347331
Cover Image
An alternative reference scenario for global CO2 emissions from fuel consumption : an ARFIMA approach
Belbute, José M.; Pereira, Alfredo M. - In: Economics letters 136 (2015), pp. 108-111
Persistent link: https://www.econbiz.de/10011435953
Cover Image
Modelling and forecasting international interest rate spreads : UK, Germany, Japan and the USA
Gough, Orla; Nowman, Kalid Ben; Van Dellen, Stefan - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 309-333
Persistent link: https://www.econbiz.de/10010476910
Cover Image
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Cover Image
Can we distinguish regime switching from long memory? : a simulation evidence
Shi, Yanlin - In: Applied economics letters 22 (2015) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10010506750
Cover Image
Are frontier stock markets more inefficient than emerging stock markets?
Dheeriya, Prakash L.; Torun, Erdost - In: International journal of monetary economics and finance 6 (2013) 4, pp. 271-284
Persistent link: https://www.econbiz.de/10010412983
Cover Image
Adaptive ARFIMA models with applications to inflation
Baillie, Richard; Morana, Claudio - In: Economic modelling 29 (2012) 6, pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677