Keywords: حافظه طولانی; Long memory; Financial time series; Variational mode decomposition; Detrended fluctuation; Trend; Short term variations
مقالات ISI حافظه طولانی (ترجمه نشده)
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Keywords: حافظه طولانی; Structural breaks; Long memory; Log-range volatility proxy; Stock market; C22; C58; G10;
Keywords: حافظه طولانی; C22; Q02; Gold and silver prices; Cycles; Persistence; Long memory;
Keywords: حافظه طولانی; FIEGARCH-M; Financial crises; Financial leverage; International markets; Long memory; Risk-return tradeoff; Stock returns; Volatility feedback;
Keywords: حافظه طولانی; Long memory; European Union; Stock market efficiency; Generalized Hurst exponent; Financial crisis
Keywords: حافظه طولانی; Fractional cointegration; Long memory; Range; Volatility; Daily high and low prices;
Keywords: حافظه طولانی; G10; G14; G12; G13; Long memory; Fractional cointegration; Information effect; Volume effect; NBLS formula;
Keywords: حافظه طولانی; Nonlinearity; Long memory; Chaos; High-frequency; Athens Exchange
Keywords: حافظه طولانی; Tipo de cambio; Finanzas internacionales; Métodos econométricos; Memoria largaExchange rate; International finance; Econometric methods; Long memory
Keywords: حافظه طولانی; C18; C22; C52; Long memory; ARFIMA; Sieve bootstrap; Bootstrap-based inference; Edgeworth expansion; Sampling distribution;
Keywords: حافظه طولانی; C12; C32; Causality test; Persistence; Integration; Long memory; IV estimation;
Keywords: حافظه طولانی; 62G10; 62E20; 62M07; 62M10; 62P05; Smooth test; Schwarz's rule; Strictly stationary process; m-dependence; α-mixing; θ-dependence; Long memory; Gaussian processes;
Keywords: حافظه طولانی; C22; Long memory; Anti-persistence; Decay of autocorrelation;
Keywords: حافظه طولانی; C22; C13; C14; C50; Markov switching model; Long memory; Changes in mean;
Keywords: حافظه طولانی; Ranking mobility; Time characteristic; Scaling; Long memory; Econophysics
Keywords: حافظه طولانی; C14; C22; Long memory; Slowly-varying function; Log-periodogram estimate;
Keywords: حافظه طولانی; Global temperatures; Sunspot numbers; Fractional integration; Long memory
Keywords: حافظه طولانی; G12; G13; Volatility persistence; Price asymmetry; Leverage effect; Long memory;
Keywords: حافظه طولانی; 60G18; 60F05; Long memory; Self-similar processes; Rosenblatt processes; Generalized Rosenblatt processes;
Keywords: حافظه طولانی; Long memory; Empirical process of residuals; Regression analysis
Keywords: حافظه طولانی; C43; C33; D81; Incomplete information; Aggregation of dynamic relationships; Long memory; Household behaviour;
Keywords: حافظه طولانی; G14; G15; Crude oil prices; OPEC announcements; Volatility; Structural breaks; Long memory;
Keywords: حافظه طولانی; C12; C14; G12; G14; E47Predictive regression; Semiparametric method; Local-to-unity; Long memory; Long-horizon regression; Subsampling
Keywords: حافظه طولانی; C58; G1; G15; Q43Asymmetric volatility; Long memory; Crude oil; Stock returns; Hedging strategy
Keywords: حافظه طولانی; Long memory; Stock returns; Volatility; Bull and bear periodsC22; G14; G15
Keywords: حافظه طولانی; C22; C53; Long memory; Fractional integration; Filtering; Cross-validation; Forecasting;
Keywords: حافظه طولانی; C22; F31; F37; G12; G15; Time-varying currency betas; MGARCH; ICAPM; Contagion; Long memory;
Keywords: حافظه طولانی; Long memory; ARFIMA models; Modified information criteria;
Keywords: حافظه طولانی; Rescaled range; Hurst exponent; Long memory; Market efficiency; Development;
Keywords: حافظه طولانی; Range; Realized volatility; Optimal sampling frequency; Long memory; Jumps; Heterogeneity
Keywords: حافظه طولانی; Long memory; Structural breaks; Fractional integration; Volatility; Volatility forecasting;
Keywords: حافظه طولانی; C22; G17; Q47; Commodity markets; GARCH models; Asymmetries; Long memory; Volatility forecasts;
Keywords: حافظه طولانی; 60B12; 60F17; 60G18Linear process; Long memory; Self-similar process; Functional central limit theorem
Keywords: حافظه طولانی; ARFIMA; Leverage effect; Long memory; Markov Chain Monte Carlo; Mixture sampler; Realized volatility; Realized stochastic volatility model; State space model;
Keywords: حافظه طولانی; C43; E31; Aggregation; Large dynamic panels; Long memory; Weak and strong cross section dependence; VAR models; Impulse responses; Factor models; Inflation persistence;
Keywords: حافظه طولانی; Value-at-risk; Expected shortfall; Long memory; Leverage effect; Distribution effects; Global financial crisis
Keywords: حافظه طولانی; Sovereign credit ratings; Credit rating agencies; Intraday data; Higher moments; Markov Regime Switching; Long memory; C32; F30; G15;
Keywords: حافظه طولانی; Long memory; Fractal structure; Modified GPH; Emerging market; Volatility;
Keywords: حافظه طولانی; C22; F31; High frequency data; Long memory; Volatility persistence; Structural breaks;
Keywords: حافظه طولانی; C32; C52; G17; Q40; DM test; Forecasting ability; Long memory; Persistence; Petroleum futures;
Keywords: حافظه طولانی; Realized volatility; Optimal sampling; Kernels; Two scales; Moving average; Long memory; Jumps; Heterogeneous autoregressive models;
Keywords: حافظه طولانی; G17; G15; C15; C32; C53; Expected shortfall; Long memory; Multi-period forecasting; Value-at-risk; Volatility forecasting;
Keywords: حافظه طولانی; Long memory; FIEC-HYGARCH; Volatility spillover;
Keywords: حافظه طولانی; C14; C32; G11; G15; Long memory; Portfolio optimization; Copulas; Goodness of fit tests; Wavelets; Stability tests; Conditional value at risk;
Keywords: حافظه طولانی; C41; C22; G1; High-frequency trading data; Point process; Long memory; Time deformation; Regime-switching model; Market microstructure; Liquidity;
Keywords: حافظه طولانی; Multifractality; Long memory; Volatility clustering; Exchange rate returns
Keywords: حافظه طولانی; Long memory; Structural Breaks; Volatility spillover effect; Gold; Russia
Keywords: حافظه طولانی; C53; C22; G17Macro announcements; Long memory; Linearity; Heterogeneity; Jumps
Long range dependence in the Bitcoin market: A study based on high-frequency data
Keywords: حافظه طولانی; Bitcoin market; Long memory; High-frequency data; FIAPARCH; ARFIMA; Local Whittle; Exact local Whittle;
Generalized Hurst exponent estimates differentiate EEG signals of healthy and epileptic patients
Keywords: حافظه طولانی; Electroencephalographic record; Free seizure intervals; Long memory; Generalized Hurst exponent; Multifractals; Statistical tests;