Results 281 to 290 of about 8,933,709 (332)
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Interest parity, fractional differencing, and the strength of attraction
Global Finance Journal, 1999Abstract This article discusses the strength of attraction in the cointegration of foreign exchange futures prices and their own cash prices under a cost-of-carry futures pricing model. The memories of the residuals in cointegration regression are analyzed by using the fractional cointegration of Cheung and Lai (1993) and the data-tapered method ...
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Spectral approximation to the fractional differencing operator
2006The article proposes a criterion for the estimation of the best ARMA(1,1) process which approximates a given fractionally integrated process.
PICCOLO, DOMENICO, CORDUAS, MARCELLA
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Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency Data
, 2016Tony Klein, T. Walther
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Fractional Chern insulators in magic-angle twisted bilayer graphene
Nature, 2021Yonglong Xie +2 more
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Signatures of fractional quantum anomalous Hall states in twisted MoTe2
Nature, 2023, Eric Anderson, Chong Wang
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Thermodynamic evidence of fractional Chern insulator in moiré MoTe2
Nature, 2023, Patrick Knüppel, Kenji Watanabe
exaly
An introduction to long-memory time series models and fractional differencing
, 2001C. Granger, Roselyne Joyeux
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Observation of fractional edge excitations in nanographene spin chains
Nature, 2021Shantanu Mishra +2 more
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Trapped fractional charges at bulk defects in topological insulators
Nature, 2021Christopher W Peterson +2 more
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