THE VOLATILITY STRUCTURE OF GLOBAL FINANCIAL MARKETS: A COMPARATIVE ANALYSIS Journal title: Asian Economic and Financial Review Authors: Lakshmi Viswanathan*| Institute for Financial Management and Research, Nungambakkam, Chennai, India,... Subject(s): Economics, Finance and Financial Services
Analyzing the Effect of Dual Long Memory Process in Forecasting Agricultural Prices in Different Markets of India Journal title: International Journal of Empirical Finance Authors: Ranjit Kumar Paul, Bishal Gurung, Sandipan Samanta Subject(s): Personnel Management, Reliability and Risk Analysis
Investigating the Long time Memory in the Future Market of Gold Journal title: International Journal of Financial Economics Authors: Mohsen Mehrara, Nafiseh Behradmehr, Mitra Saboonchi Subject(s): Economic Development, Technological Change and Growth, International Economics, Management and Marketing
The impact of estimation methods and data frequency on the results of long memory assessment Journal title: MANAGERIAL ECONOMICS Authors: Krzysztof Brania, Henryk Gurgul Subject(s):
Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data Journal title: Review of Economics & Finance Authors: Ibrahim M. Awad, Abdel-Rahman Al-Ewesat Subject(s):
Volatility Dynamics of Precious Metals: Evidence from Russia Journal title: Finance a uver Authors: Berna Kirkulak-Uludag, Zorikto Lkhamazhapov Subject(s):
Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models Journal title: Finance a uver Authors: Vera Mirovic, Jovan Njegic, Dejan Zivkov Subject(s):
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on LM GARCH-Class Models Journal title: Finance a uver Authors: Chaker Aloui, Hela Ben Hamida Subject(s):
Testing for the Mean Reversion of Chinese Coal Stock Prices Journal title: Advances in Research Authors: Gaolu Zou Subject(s):
Examining the Presence of Long Memory in Volatility, Nifty-50 and BSE Sensex Returns Journal title: International Journal of Business and Management Invention Authors: Anju Bala, Dr. Kapil Gupta Subject(s):
TÜRKİYE’DE SATIN ALMA GÜCÜ PARİTESİ HİPOTEZİNİN GEÇERLİLİĞİ: UZUN HAFIZA TESTLERİNDEN KANITLAR Journal title: Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi Authors: Harun KAYA, İsmail ÇELİK Subject(s): Economics, History , Sociology
Long memory features and relationship stability of Asia-Pacific currencies against USD Journal title: Business and Economic Horizons Authors: Murugesan Selvam, Amirdha Vasani Sankarkumar, Balasundaram Maniam, Marxia Oli SIGO Subject(s):
MEMORY OF STOCK RETURNS: EVIDENCE FORM NATIONAL STOCK EXCHANGE OF INDIA Journal title: PARIPEX-Indian Journal of Research Authors: Rafa³ Antosiewicz Subject(s):
