Pages that link to "Item:Q1421699"
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The following pages link to Long-term memory and applying the multi-factor ARFIMA models in financial markets (Q1421699):
Displaying 8 items.
- A new approach to model financial markets (Q394485) (← links)
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- Is volatility the best predictor of market crashes? (Q816771) (← links)
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- ARCH model and fractional Brownian motion (Q1698250) (← links)
- Extending the Fama and French model with a long term memory factor (Q2030695) (← links)
- On the ARCH model with stationary liquidity (Q2227202) (← links)
- Financial Markets with Memory I: Dynamic Models (Q4678735) (← links)