Results 21 to 30 of about 768,712 (268)
Learning Generates Long Memory [PDF]
SSRN Electronic Journal, 2011 We consider a prototypical representative-agent forward-looking model, and study the low frequency variability of the data when the agent's beliefs about the model are updated through linear learning algorithms. We nd that learning in this context can generate strong persistence.
Chevillon, Guillaume +1 more
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Long memory and regime switching [PDF]
Journal of Econometrics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Francis X. Diebold, Atsushi Inoue
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An ANOVA-type test for multiple change points in the mean of long memory time sequence
Xi'an Gongcheng Daxue xuebao, 2021 In order to study the multiple change points test of the mean of linear long memory, the ANOVA statistics was constructed and the limit distribution was proved under the hypothesis condition.
Dou LIU, Wenzhi ZHAO
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LONG MEMORY IN STOCK TRADING [PDF]
International Journal of Theoretical and Applied Finance, 2004 Using a relationship between the moments of the probability distribution of times between the two consecutive trades (intertrade time distribution) and the moments of the distribution of a daily number of trades, we show that the underlying point process is essentially non-Markovian.
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İzmir İktisat Dergisi, 2023 Hisse senedi piyaysasında fiyat oluşurken menkul kıymete ilişkin tüm bilgiler, fiyat oluşumunu etkilemektedir. Hisse senedi piyasalarında uzun hafızanın varlığı, ilgili piyasaların zayıf formda etkin olmadığını göstermektedir. Bu çalışmada, 01/09/2008-30/
Savaş Tarkun
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The structure of contemporaneous price-volume relationships in financial markets
Managerial Economics, 2014 The main goal of this paper is an examination of the interdependence stuctures of stock returns, volatility and trading volumes of companies listed on the CAC40 and FTSE100. The authors establish that the mean values of respective measures are different
Henryk Gurgul, Robert Syrek
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The permanent rebellion: An interpretation of Mapuche uprisings under Chilean colonialism
Radical Americas, 2021 This article approaches the rebellions of the Mapuche people from a longue-durée perspective, from the Occupation of the Araucanía in 1861 to the recent events of 2020.
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, 2000 Long-memory in economics and finance is an important research topic as several economic variables exhibit the main characteristics of long-memory processes, i.e., a significant dependence between very distant observations and a pole in the neighborhood of the zero frequency of their spectrum. In particular, returns on financial assets are uncorrelated,
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Long-Term Potentiation and Memory [PDF]
Physiological Reviews, 2004 Lynch, MA. Long-Term Potentiation and Memory. Physiol Rev 84: 87–136, 2004; 10.1152/physrev.00014.2003.—One of the most significant challenges in neuroscience is to identify the cellular and molecular processes that underlie learning and memory formation. The past decade has seen remarkable progress in understanding changes that accompany certain forms
Lynch, M. A., Ma, Lynch
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Forecasting volatility with component conditional autoregressive range model [PDF]
فصلنامه بورس اوراق بهادارThe purpose of this research is to achieve a suitable model for forecasting volatility of a broad market index. In this paper the CCARR model is proposed for forecasting volatility and its estimation results are compared with the popular GARCH, CGARCH ...
MohammadMahdi Bahrololoum +2 more
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