Results 31 to 40 of about 3,061,654 (200)
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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Testing for long memory in volatility in the Indian Forex market [PDF]
Ekonomski Anali, 2014 This article attempts to verify the presence of long memory in volatility in the Indian foreign exchange market using daily bilateral returns of the Indian Rupee against the US dollar from 17/02/1994 to 08/11/2013.
Kumar Anoop S.
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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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Block Bootstrap and Long Memory [PDF]
SSRN Electronic Journal, 2011 We consider the issue of Block Bootstrap methods in processes that exhibit strong dependence. The main difficulty is to transform the series in such way that implementation of these techniques can provide an accurate approximation to the true distribution of the test statistic under consideration.
George Kapetanios, Fotis Papailias
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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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Is Bitcoin’s Carbon Footprint Persistent? Multifractal Evidence and Policy Implications
Entropy, 2022 The Bitcoin mining process is energy intensive, which can hamper the much-desired ecological balance. Given that the persistence of high levels of energy consumption of Bitcoin could have permanent policy implications, we examine the presence of long ...
Bikramaditya Ghosh, Elie Bouri
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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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The neuronal response at extended timescales: long-term correlations without long-term memory
Frontiers in Computational Neuroscience, 2014 Long term temporal correlations frequently appear at many levels of neural activity. We show that when such correlations appear in isolated neurons, they indicate the existence of slow underlying processes and lead to explicit conditions on the dynamics ...
Daniel eSoudry, Ron eMeir
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