Results 201 to 205 of about 772 (205)

Forecasting Asset Returns with Sentiment-Enhanced FIGARCH Models

openaire   +1 more source

High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities

Multinational Finance Journal, 2000
exaly  

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

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

I processi FIGARCH: un'applicazione all'indice MIB 30.

2001
openaire   +1 more source

Revisiting the economic growth in the shadow of financial stress in times of crisis: evidence from FIGARCH and wavelet coherence approach

Raktim Ghosh
exaly