Keywords: یکپارچگی جزئی; C22; Q02; Gold and silver prices; Persistence; Cyclical behavior; Fractional integration;
مقالات ISI یکپارچگی جزئی (ترجمه نشده)
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Keywords: یکپارچگی جزئی; C12; C22; Fractional integration; Structural breaks; Long memory;
Keywords: یکپارچگی جزئی; Crypto currency; BitCoin; Persistence; Long memory; R/S analysis; Fractional integration; C22; G12;
Keywords: یکپارچگی جزئی; C22; Baltic stocks; Bull and bear phases; Efficient market hypothesis; Fractional cointegration; Fractional integration; Volatility;
Keywords: یکپارچگی جزئی; C22; C12; C14; Seasonal unit roots; Fractional integration; Non-parametric;
Keywords: یکپارچگی جزئی; C32; C58; G11; Multivariate HEAVY; Long memory; Dynamic conditional correlation; Forecasting; Fractional integration;
Keywords: یکپارچگی جزئی; Fractional integration; FIVAR model; Impulse response; Variance decomposition; E52; C32;
Keywords: یکپارچگی جزئی; G15; G32; C10; Wealth effect; Fractional integration; Real estate market; Stock market; Portfolio;
Keywords: یکپارچگی جزئی; Computation time; Fractional integration; Fourier transforms; GARCH; Long memory; High-frequency data; C22; C51; C53; C58;
Keywords: یکپارچگی جزئی; C22; Gold; Fractional integration; Fractional cointegration; Oil price; West Texas Intermediate market;
Keywords: یکپارچگی جزئی; C32; E43; Federal Funds rate; Persistence; Cyclical behaviour; Fractional integration;
Keywords: یکپارچگی جزئی; Electricity prices; Kenya; Fractional integration; Cointegration; C22; C32; L94;
Keywords: یکپارچگی جزئی; C2; C22; Long memory; Fractional integration; Aggregation;
Keywords: یکپارچگی جزئی; Real oil prices; Fractional integration; Unit roots; Military conflicts; Geopolitical events; C00; C22; Q40; Q43;
Keywords: یکپارچگی جزئی; C01; C12; D63; G15; Inequality; Gini coefficient; Financial reform; Unit root; Panel; Fractional integration;
Keywords: یکپارچگی جزئی; C12; C13; C22; Conditional/unconditional heteroskedasticity; Conditional sum-of-squares; Fractional integration; Quasi-maximum likelihood estimation; Wild bootstrap;
Keywords: یکپارچگی جزئی; C14; E31; C22; Inflation targeting; Inflation persistence; Fractional integration; Fractional cointegration; Common persistence;
Keywords: یکپارچگی جزئی; C22; E43; G12; Official and online consumer price indexes; Fractional integration; Persistence;
Keywords: یکپارچگی جزئی; CO2 emission allowance prices; Fractional integration; Nonstationarity;
Keywords: یکپارچگی جزئی; C22; C32; E24; unemployment rate; multivariate long memory; fractional integration;
Keywords: یکپارچگی جزئی; 33C50; 33C52; 42B15; 42C10Dunkl operators; Spherical h-harmonics; Hardy–Littlewood–Sobolev inequality; Riesz transforms; Fractional integration; Christoffel functions
Keywords: یکپارچگی جزئی; C55; C58; G23; G32; Stochastic volatility; Switching volatility; Volatility risk; Option pricing dynamics; Futures prices; Fractional integration; Stochastic dominance; Variance risk premium; Fat tails; Leverage and asymmetry; Divided governments;
Keywords: یکپارچگی جزئی; Fractional integration; Chebyshev polynomial; Natural gas; Non-linearity; C22; L95; N70;
Keywords: یکپارچگی جزئی; Fractional differentiation; Fractional integration; Calculus on time scales;
Keywords: یکپارچگی جزئی; Fractional differential equations; Fractional Burgers-Poisson equation; Fractional integration; Fractional Lie group method;
Keywords: یکپارچگی جزئی; C32; E24; Hours worked; Fractional integration; Cycles; Technology shocks;
Keywords: یکپارچگی جزئی; Global temperatures; Sunspot numbers; Fractional integration; Long memory
Keywords: یکپارچگی جزئی; Time varying parameters; Importance sampling; Monte Carlo simulation; Stochastic volatility; Fractional integration;
Keywords: یکپارچگی جزئی; C22; C53; Long memory; Fractional integration; Filtering; Cross-validation; Forecasting;
Keywords: یکپارچگی جزئی; Long memory; Structural breaks; Fractional integration; Volatility; Volatility forecasting;
Keywords: یکپارچگی جزئی; LM tests; Nonstationarity; Fractional integration; Persistence change; Inflation;
Keywords: یکپارچگی جزئی; Fractional integration; Correlation; Student's t copula; Time-varying dependence; Multivariate volatility; C10; C22; C32; C51;
Keywords: یکپارچگی جزئی; C51; C63; Q40; Q20; Electricity; Lévy processes; Price spikes; Negative prices; Fractional integration;
Keywords: یکپارچگی جزئی; C22; Trend break; Fractional integration; Sup-Wald statistic;
Keywords: یکپارچگی جزئی; Chinese cities; Pollution; Persistence; Fractional integration; Unit roots; AR(1)C22; O11
Keywords: یکپارچگی جزئی; primary, 62M10; secondary, 62M20Conditional heteroscedasticity; Fractional integration; HAR model; High frequency data; Long-memory; Volatility forecasting
Keywords: یکپارچگی جزئی; C22; C55; C58; Y10Banks share prices; Fractional integration; Structural breaks; Nigeria
Keywords: یکپارچگی جزئی; Time series forecasting; Spurious long memory; Fractional integration; Local Whittle
Keywords: یکپارچگی جزئی; Electricity market integration; Energy transition; Fractional integration; Time-varying correlations; Volatility transmission;
Have U.S. environmental policies been effective in the reduction of U.S. emissions? A new approach using fractional integration
Keywords: یکپارچگی جزئی; US emissions; Environmental policies; Fractional integration;
The EMBI in Latin America: Fractional integration, non-linearities and breaks
Keywords: یکپارچگی جزئی; Emerging markets; EMBI; Fractional integration; Non-linearities; C22; G12; F63;
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Keywords: یکپارچگی جزئی; F31; C22; ASEAN currencies; Chinese RMB; US dollar peg; Fractional integration; Breaks;
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics
Keywords: یکپارچگی جزئی; G11; G12; G15; C24; F30; Downside risk; Value-at-risk; Long memory; Fractional integration; Risk-return; Market integration;
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
Keywords: یکپارچگی جزئی; C32; Long run variance estimation; Fractional integration; Large-m and fixed-m asymptotic theory;
U.S. shale oil production and WTI prices behaviour
Keywords: یکپارچگی جزئی; Oil prices; Oil production; Wavelets; Fractional integration; C00; C22; E30; Q40; Q43;
Inference on the long-memory properties of time series with non-stationary volatility
Keywords: یکپارچگی جزئی; C12; C22; Time-varying variance; Heteroskedasticity; Persistence; Fractional integration; Modulated process;
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Keywords: یکپارچگی جزئی; C33; C38; Q4; Q41; Electricity prices and loads; Panel data models; Fractional integration; Long memory;
Riesz potentials, Bessel potentials and fractional derivatives on Triebel-Lizorkin spaces for the Gaussian measure
Keywords: یکپارچگی جزئی; Hermite expansions; Fractional integration; Fractional differentiation; Triebel-Lizorkin spaces; Gaussian measure;
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Keywords: یکپارچگی جزئی; C12; C22; C58; G13; G14; Bootstrap; Efficient market hypothesis; Fractional integration; Score tests; Spot and futures commodity prices; Time-varying volatility;
Long- versus medium-run identification in fractionally integrated VAR models
Keywords: یکپارچگی جزئی; C32; C50; Structural vector autoregression; Long-run restriction; Finite-horizon identification; Fractional integration; Impulse response function;