Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate

2008 ◽  
Vol 21 (4) ◽  
pp. 558-573 ◽  
Author(s):  
Ai HAN ◽  
Yongmiao HONG ◽  
K. K. LAI ◽  
Shouyang WANG
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Time Series Analysis ◽  
Dollar Exchange Rate ◽  
Interval Time ◽  
Series Analysis ◽  
Interval Time Series

scholarly journals Supplemental Material: Centennial to millennial variability of greenhouse climate across the mid-Cenomanian event

2021 ◽  
Author(s):  
Chao Ma ◽  
et al.
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Interval Time ◽  
Greenhouse Climate ◽  
Series Analysis ◽  
Interval Time Series

Background of the studied interval, time series analysis of the grayscale of the marls, micropaleontology, and supplemental figures and tables.

scholarly journals Supplemental Material: Centennial to millennial variability of greenhouse climate across the mid-Cenomanian event

2021 ◽  
Author(s):  
Chao Ma ◽  
et al.
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Interval Time ◽  
Greenhouse Climate ◽  
Series Analysis ◽  
Interval Time Series

Background of the studied interval, time series analysis of the grayscale of the marls, micropaleontology, and supplemental figures and tables.

scholarly journals A Time Series Analysis of the Nexus Between Macroeconomic Fundamentals and Stock Prices in Nigeria

2018 ◽  
Vol 13 (2) ◽  
pp. 69-91
Author(s):  
Amassoma Ditimi ◽  
Bolarinwa Ifeoluwa
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Stock Market ◽  
Time Series Analysis ◽  
Stock Prices ◽  
Macroeconomic Factors ◽  
Series Analysis ◽  
Integration Test ◽  
Macroeconomic Fundamentals ◽  
The Government

AbstractSince macroeconomic fundamentals have been found to play a vital role for changes in the economy of a country. Consequently, the onus is on the appropriate regulatory authorities to take measures in making amendments in these policies to put the economy on the right development track. The aim of this study is to use time series analysis to empirically showcase the nexus between macroeconomic fundamentals and stock prices in Nigeria. The method used for this study was the Co-integration test and the EGARCH technique to estimate the possible influence of the selected macroeconomic fundamentals on stock prices. Volatility was captured by using quarterly data and estimated using GARCH (1,1) respectively. The study found there is a positive relationship between macroeconomic factors and stock prices in Nigeria. Therefore, the study recommends that the Federal authority should put in place policy measures that will enable the exchange rate to be relatively stabilized. This is because empirical evidence from studies has shown that exchange rate affects stock market prices. In addition, the government authority should ensure an enabling environment that would build the mindset of institutional investors in the Nigerian stock market due to the existence of information asymmetry problems among potential investors.

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