Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Services
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
Testing the Long-Memory Features in Return and Volatility of NSE Index
(Articles)
Naseem Ahamed
,
Mamoni Kalita
,
Aviral Kumar Tiwari
Theoretical Economics Letters
Vol.5 No.3
,June 29, 2015
DOI:
10.4236/tel.2015.53050
2,990
Downloads
3,966
Views
Citations
Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market
(Articles)
Wei Dai
,
Dejun Xie
,
Bianxia Sun
Open Journal of Social Sciences
Vol.3 No.7
,July 14, 2015
DOI:
10.4236/jss.2015.37011
3,440
Downloads
4,407
Views
Citations
On Detecting Sudden Changes in the Unconditional Volatility of a Time Series
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.6 No.2
,April 26, 2016
DOI:
10.4236/tel.2016.62028
2,214
Downloads
3,144
Views
Citations
A Study on the Impact the Shanghai-Hong Kong Stock Connect Making on the Long-Term Memory of Chinese Stock Market
(Articles)
Yongyue Zhang
Open Journal of Social Sciences
Vol.5 No.4
,April 21, 2017
DOI:
10.4236/jss.2017.54009
1,580
Downloads
3,720
Views
Citations
Long-Memory and Spurious Breaks in Ecological Experiments
(Articles)
Thomas R. Boucher
Open Journal of Statistics
Vol.7 No.5
,October 11, 2017
DOI:
10.4236/ojs.2017.75054
882
Downloads
1,689
Views
Citations
Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteroskedasticity Model with Level Shift Intervention
(Articles)
Lawrence Dhliwayo
,
Florance Matarise
,
Charles Chimedza
Open Journal of Statistics
Vol.10 No.2
,April 29, 2020
DOI:
10.4236/ojs.2020.102023
1,521
Downloads
2,871
Views
Citations
Forecasting Diabetes Patients Attendance at Al-Baha Hospitals Using Autoregressive Fractional Integrated Moving Average (ARFIMA) Models
(Articles)
Salem Al Zahrani
,
Fath Al Rahman Al Sameeh
,
Abdulaziz C. M. Musa
,
Ashaikh A. A. Shokeralla
Journal of Data Analysis and Information Processing
Vol.8 No.3
,August 18, 2020
DOI:
10.4236/jdaip.2020.83011
588
Downloads
1,635
Views
Citations
The Long Memory of the Jump Intensity of the Price Process
(Articles)
Yizhuang Tian
,
Dongyang Shi
,
Handong Li
Journal of Mathematical Finance
Vol.11 No.2
,April 1, 2021
DOI:
10.4236/jmf.2021.112009
442
Downloads
1,191
Views
Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility
(Articles)
Yirong Huang
,
Zhonglin Wan
,
Hongyan Li
,
Yi Luo
Journal of Mathematical Finance
Vol.14 No.1
,February 27, 2024
DOI:
10.4236/jmf.2024.141005
122
Downloads
541
Views
Citations
Forecasting High-Frequency Long Memory Series with Long Periods Using the SARFIMA Model
(Articles)
Handong Li
,
Xunyu Ye
Open Journal of Statistics
Vol.5 No.1
,February 17, 2015
DOI:
10.4236/ojs.2015.51009
3,111
Downloads
4,179
Views
Citations
The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance
(Articles)
Juan He
,
Jian Wang
,
Xianglin Jiang
Journal of Mathematical Finance
Vol.6 No.1
,February 26, 2016
DOI:
10.4236/jmf.2016.61014
4,342
Downloads
5,864
Views
Citations
Measuring the Market Efficiency of Energy Exchange-Traded Funds (ETFS)
(Articles)
Kashif Saleem
,
Osama Al-Hares
Theoretical Economics Letters
Vol.8 No.6
,April 24, 2018
DOI:
10.4236/tel.2018.86082
865
Downloads
2,075
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention
(Articles)
Lawrence Dhliwayo
,
Florance Matarise
,
Charles Chimedza
Open Journal of Statistics
Vol.10 No.5
,October 27, 2020
DOI:
10.4236/ojs.2020.105047
695
Downloads
1,887
Views
Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing
(Articles)
Mohammed Alhagyan
,
Masnita Misiran
,
Zurni Omar
Open Access Library Journal
Vol.3 No.8
,August 19, 2016
DOI:
10.4236/oalib.1102863
1,522
Downloads
2,787
Views
Citations
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2025 Scientific Research Publishing Inc. All Rights Reserved.
Top