Long‐memory and Nonlinearity: A Time Series Analysis of Stock Returns and Volatilities

Managerial Finance ◽

10.1108/eb018463 ◽

1994 ◽

Vol 20 (2) ◽

pp. 49-67 ◽

Author(s):

Nuno Crato ◽

Pedro J.F. de Lima

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Stock Returns ◽

Long Memory ◽

Series Analysis

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New Product Launch and Stock Returns in the Period of Demonetization : Cross Section and Multivariate Time Series Analysis

Indian Journal of Research in Capital Markets ◽

10.17010/ijrcm/2017/v4/i4/120916 ◽

2017 ◽

Vol 4 (4) ◽

pp. 7

Author(s):

Himanshu Joshi

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Stock Returns ◽

Cross Section ◽

Multivariate Time Series ◽

New Product ◽

Product Launch ◽

Series Analysis ◽

Multivariate Time Series Analysis ◽

New Product Launch

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Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) DOI : 10.1111/jtsa.12460

Journal of Time Series Analysis ◽

10.1111/jtsa.12591 ◽

2021 ◽

Author(s):

George Kapetanios ◽

Fotis Papailias ◽

A. M. Robert Taylor

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Long Memory ◽

Memory Processes ◽

Series Analysis ◽

Fractional Differencing ◽

Long Memory Processes

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The Effect of Global Political Risk on Stock Returns: A Cross-Sectional and a Time-Series Analysis

Advances in Intelligent Systems and Computing - Intelligent Computing, Information and Control Systems ◽

10.1007/978-3-030-30465-2_60 ◽

2019 ◽

pp. 540-548 ◽

Author(s):

Karen Vargas ◽

Angelica Gonzalez ◽

Jesus Silva

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Stock Returns ◽

Political Risk ◽

Cross Sectional ◽

Series Analysis

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Time Series Analysis with Long Memory in View

10.1002/9781119470380 ◽

2018 ◽

Author(s):

Uwe Hassler

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Long Memory ◽

Series Analysis

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Effect on the Demand and Stock Returns: Cross-Sectional of Big Data and Time-Series Analysis

Communications in Computer and Information Science - Smart City and Informatization ◽

10.1007/978-981-15-1301-5_17 ◽

2019 ◽

pp. 211-220

Author(s):

Amelec Viloria ◽

Indira Meñaca Guerrero ◽

Hugo Martínez Caraballo ◽

Nelson Orellano Llinas ◽

Lesbia Valero ◽

...

Keyword(s):

Time Series ◽

Big Data ◽

Time Series Analysis ◽

Stock Returns ◽

Cross Sectional ◽

Series Analysis

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Long-memory Models in Time Series Analysis

Ouyou toukeigaku ◽

10.5023/jappstat.23.1 ◽

1994 ◽

Vol 23 (1) ◽

pp. 1-19

Author(s):

Yoshihiro YAJIMA

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Long Memory ◽

Memory Models ◽

Series Analysis

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The Structural Econometric Time Series Analysis Approach

10.1017/cbo9780511493171 ◽

2004 ◽

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Analysis Approach ◽

Series Analysis ◽

Structural Econometric

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Nonlinear Time Series Analysis

10.1017/cbo9780511755798 ◽

2003 ◽

Author(s):

Holger Kantz ◽

Thomas Schreiber

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Nonlinear Time Series ◽

Nonlinear Time Series Analysis ◽

Series Analysis

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Review of Time Series Analysis: Regression Techniques (2nd ed.).

Contemporary Psychology ◽

10.1037/029685 ◽

1991 ◽

Vol 36 (4) ◽

pp. 349-349

Author(s):

No authorship indicated

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Series Analysis ◽

Regression Techniques

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Detecting the "hot hand": A time series analysis of basketball

PsycEXTRA Dataset ◽

10.1037/e537102012-432 ◽

2001 ◽

Author(s):

Yanlong Sun ◽

Ryan D. Tweney

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Series Analysis ◽

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