Results 71 to 80 of about 95 (83)

Forecasting crude palm oil (CPO) prices with Arfima-Figarch method

AIP Conference Proceedings
Maulidya Maghfiro, Trianingsih Eni Lestari   +1 more
openaire   +1 more source

One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market

International Journal of Financial Services Management, 2010
Chaker Aloui
exaly  

Modeling high-frequency volatility with three-state FIGARCH models

Economic Modelling, 2015
Kin-Yip Ho, Yanlin Shi
exaly  

Bivariate FIGARCH and fractional cointegration

Journal of Empirical Finance, 2000
Celso Brunetti
exaly  

Sectoral stock return sensitivity to oil price changes: a double-threshold FIGARCH model

Quantitative Finance, 2013
Elyas Elyasiani
exaly  

Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates

Applied Financial Economics, 2002
Christelle Lecourt, Sébastien Laurent, Michel Beine   +2 more
exaly  

Forecasting crude palm oil (CPO) prices with Arfima-Figarch method Available to Purchase

AIP Conference Proceedings
Trianingsih Eni Lestari
exaly  

Long memory volatility in Asian stock markets

Pacific Accounting Review, 2017
Anoop S Kumar, Leon Li, Geeta Rani Duppati   +2 more
exaly  

Another look at the forecast performance of ARFIMA models

International Review of Financial Analysis, 2004
Craig Ellis, Patrick Wilson
exaly  

LONG MEMORY IN SOUTHERN AFRICAN STOCK MARKETS

South African Journal of Economics, 2008
exaly