Results 161 to 170 of about 5,076 (206)

Integrated Plasmo-Photonic Sensor with Voltage-Controlled Detection. [PDF]

ACS Omega
Gosciniak J, Piramidowicz R.
europepmc   +1 more source

Assessing digital financial inclusion and financial crises: The role of financial development in shielding against shocks. [PDF]

Heliyon
Nguyen Quoc H, Le Quoc D, Nguyen Van H.
europepmc   +1 more source

Retracted: Unveiling the synergy: Green finance, technological innovation, green energy, and carbon neutrality.

PLoS One
Qamruzzaman M, Karim S.
europepmc   +1 more source

Fractional Invariance Principle and Fractional Cointegration Asymptotics

Fractional Invariance Principle and Fractional Cointegration Asymptotics
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Likelihood analysis of fractionally cointegrated systems.

, 2007
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Cyclical fractional cointegration

Econometrics and Statistics, 2021
Abstract The concept of cyclical long memory is extended to a multivariate setting and definitions of cyclical fractional cointegration are provided. Furthermore, cyclical long-memory models that exhibit these characteristics are proposed and a cyclical multiple local Whittle estimator for the cyclical memory parameters and the cyclical cointegrating
Michelle Voges, Philipp Sibbertsen
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Cointegration, Fractional Cointegration, and Exchange Rate Dynamics

The Journal of Finance, 1994
ABSTRACTMultivariate tests due to Johansen (1988, 1991) as implemented by Baillie and Bollerslev (1989a) and Diebold, Gardeazabal, and Yilmaz (1994) reveal mixed evidence on whether a group of exchange rates are cointegrated. Further analysis of the deviations from the cointegrating relationship suggests that it possesses long memory and may possibly ...
Baillie, Richard T, Bollerslev, Tim
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Fisher Hypothesis Revisited: A Fractional Cointegration Analysis [PDF]

Emerging Markets Finance and Trade, 2006
This paper investigates the validity of the Fisher hypothesis using data from thirtythree developed and developing countries. Conventional cointegration tests do not provide strong evidence for a relation between nominal interest rates and inflation. Therefore, we use fractional cointegration analysis to test the long-run relationship between the two ...
Saadet Kirbas Kasman, Adnan Kasman, Evrim Turgutlu   +2 more
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Fractional cointegration and futures hedging

Journal of Futures Markets, 1999
This article examines the performance of various hedge ratios estimated from different econometric models: The FIEC model is introduced as a new model for estimating the hedge ratio. Utilized in this study are NSA futures data, along with the ARFIMA-GARCH approach, the EC model, and the VAR model.
TSE, Yiu Kuen, Lien, Donald
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