Results 41 to 50 of about 12,987,723 (342)
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 via networking [PDF]
Econometrica, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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SSRN Electronic Journal, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ibragimov, R, Lentzas, G
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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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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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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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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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Modelling exchange rate volatility with random level shifts [PDF]
, 2016 Recent literature has shown that the volatility of exchange rate returns displays long memory features. It has also been shown that if a short memory process is contaminated by level shifts, the estimate of the long memory parameter tends to be upward ...
Li, Ye, Perron, Pierre, Xu, Jiawen
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